The Eagles have slapped £80 million on the winger who wants a move and has asked Palace to let him join Arsenal, but the Gunners have to flog a star player to have a chance of meeting such enormous asking price.
Should they, or other suitors, be able to afford Zaha in the long-run, the Selhurst Park outfit might no longer be keen on selling.
There is a four-way battle to buy into Palace which could cost potential new owners around £350 million, but the South London club will appear Championship-bound if the Ivory Coast international is allowed to leave.
Arsenal are confident his impressive and consistent impact in front of goal and in the final third can help them return to the top-four and Champions League at the end of next season.
However, while getting funds to seal such a mega deal of a marquee signing is already proving herculean, Palace chief Parish also reckons cashing in on Zaha could deal a huge blow on the chances of seeing new investors for the club.
Manager Unai Emery might have to look elsewhere to bring in a quality winger he so much craves to add to his attacking ranks from the look of things.