BERLIN, June 24 (Reuters) - The European Union must seek to speak directly with Russian President Vladimir Putin to try and improve relations, German Chancellor Angela Merkel said on Thursday. "In my opinion, we as the European Union must also seek direct contact with Russia and the Russian president," Merkel said in what was expected to be her last speech to the Bundestag lower house of parliament. "It is not enough for the U.S. president to talk to the Russian president. I very much welcome that, but the EU must also create forums for dialogue," she added. Merkel is not running for a fifth term in a September election.