Maybe you could try the File Entity Link module? Here is a quote about it (from the module's project page):
Out of the box, the Media and File Entity modules attach media to entities using Fields but they provide no way to then display media in those fields as links to the parent entity. A common use-case for this would be a teaser view of a node showing an image linked to the node.
This very simple module adds an option to the "File Types" view mode settings to accomplish this (at admin/config/media/file-types/manage/image/file-display for images).