The Sun says Bournemouth had a €20m offer rejected by Nantes at the end of last season. Liverpool, Aston Villa and Everton also keen.
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However, despite the English club interest, Zeze has decided to move to Saudi Arabia.
Zeze is due to undergo a medical and complete his move to Neom in the coming days.
The SPL newcomers recently snapped up ex-PSG keeper Marcin Bulka, with Alexandre Lacazette and Said Benrahma also on the books.