We report an exploratory study of the current-current matrix elements that are relevant to the extraction of moments of the pion light-cone distribution amplitude, employing the method of introducing a valence relativistic heavy quark. The numerical investigation is carried out in the quenched approximation with the physical volume $L\approx 2.4$ fm at two values of lattice spacing (0.05 and 0.075 fm). We obtain clean signals for the relevant Euclidean hadronic tensor with reasonable statistics, but observe that the lattice artefacts are non-negligible in our results. The key conclusion from the analysis hitherto is that although our approach has the potential for making significant contributions to parton physics, data at finer lattice spacings that are currently being produced are needed in order to control the continuum extrapolation.