The Colombian international, who joined the La Liga side from Club Brugge in the summer, has scored 19 times in all competitions this season.
"I feel happy with the work I've been doing, more than anything because of how I've adapted at the club, with my teammates and the confidence of the coaching staff, the affection from the fans, but I'm not a conformist," Inside Spanish Football quotes the 27-year-old as saying.
"I'm a person who is always keen to do better than what I have so far. I won't quit trying to do better in the remaining games."
Bacca is expected to travel to the World Cup with his country this summer.