Everton youngster is open to staying at Everton, or moving to Olympiakos next season.
The 18-year-old striker left Anderlecht on deadline day, but the switch was not a straightforward one.
He signed officially with Greek side Olympiakos, moving on loan to Everton for a year.
Henen is yet to feature for Everton's first team, and has made four appearances for the under-21 side, scoring once and providing one assist.
Clearly there would be an aim on Merseyside to keep him around for the long-term, but Henen is keeping his options open regarding Olympiakos.
He said: "This is far from being a second-class club. Just see them in the Champions League including the victory against Juventus. The Greek club is a good club in Europe and I am happy to have signed a 4 year contract.
"(At present) In so far as I am currently in the UK and I feel good, I see myself more at Everton at the moment. But if Olympiakos needs me, I'll play for the Greek club."
Henen had been on loan at Monaco last season, and also admitted the standard in the Premier League is far higher in Ligue 1 and he does not feel playing for Everton's first team this season is a realistic goal to set himself.
"Not in the short term because the Premier League is incomparable to championships such as Belgium or others. Very few attackers at 18 play it. Especially at Everton who wants to play a leading role. I am no longer in the same spirit as Monaco where I really wanted to play fast at first. The English Championship under-21 (standard) is very high."
Henen's future depends very much on Olympiakos, but the very fact Everton were able to persuade them to let them have him for a year.
He may actually stand a better chance of getting game time in Greece, where Arsenal loaned Joel Campbell last season, who has struggled to get a look-in in the Premier League despite a successful spell there..