Denmark international Delaney will move to the Weserstadion in the New Year after agreeing a transfer from FC Copenhagen in the summer but has already been linked with Premier League Everton.
The 25-year-old has played the first half of the season in the Danish capital and it has now been reported that Toffees' boss Ronald Koeman 'remains keen' on the talented midfielder.
However, Baumann has been quick to play down rumours that he might leave without having kicked a ball for the club.
"That's not an issue for us," he said. "We don't want to generate transfer income, we want to reinforce our team. End of story.
"There was interest from England in the summer, but Thomas wanted to join us. Nothing has changed. He will be at Werder from January."