The Chunnam Dragons star was recently linked to a number of clubs including AC Milan, Tottenham and Manchester City after impressing in South Korea's bronze medal run at the 2012 London Olympics.
Despite intense speculation that he could be moving abroad this transfer window, no formal approach for the left-back's services has been made as yet.
Chunnam manager Ha Seok-Ju admitted that Yun's future is still unclear with three weeks to go before the end of January.
"Yun hasn't received any offers and I haven't finalised my training camp squad," he told the Korean media.
"The transfer deadline is on 31st January so there is still plenty of time."
The 23-year-old's agent is understood to have contacted a number of teams in an effort to broker a deal before the end of the month.