The veteran said: "It is the game of my life. It would be the finishing touch to my career. If I don't do it, I will leave with the feeling that something is going to be missing.
"In the last finals they came at my worst personal moment in life, something that I already said, and now I face it in a different way, better with myself. We are going to see another player, different and better. I am happy to be able to face this final.
"I would change winning this Cup for all the other titles I have. Winning the Cup with Athletic would be something special. I also want to win it for teammates who have been trying to do it for a long time. I am also very excited for them."
During his time at PSG he was a League, Cup, League Cup and Super Cup winner.
"of course. I want to experience a final like the one on Saturday, with our fans on the field, and the next step would be to be able to win it," he added.