file name as watermark

You could look into what is possible using e.g. Mogrify as a postprocessing option, to be applied onto Exports. For example, this might enlarge the image canvas and then put some text onto its lower edge.

Another way is as mentioned, the Print module - with output set to a JPG file. Either for single images, or as a proofing sheet showing a grid of images each one labelled with its own desired metadata.   

If you are talking about in Export, I don't think so,

In Print you can add 'Photo Info' information using 'Page option to the bottom of the print, which could be a print to file (See below). However, note that this overlays part of the visible image so you lose part of the picture.

I needed to add the Title to the bottom on images and wanted them to overlay the image rather than creating a white space with the information in it. I used EXIF wMARKER which batch labels/watermarks images using metadata from each image.