The Boquerones midfielder is aware of the importance of his side's meeting with Jurgen Klopp's side as Martin Demichelis targets an early goal
Manuel Pellegrini's men held the Schwarzgelben to a goalless draw in the first leg at La Rosaleda last week and the 22-year-old is certain his team have what it takes to upset to the German giants on Tuesday.
"For us, this match is a final. Hopefully we will proceed," he told reporters.
"We know about the importance of this game. Hardly anyone in this squad has come so far in the past. We can make the next step and reach the semi-finals."
Meanwhile, defender Martin Demichelis is confident his side can notch a potentially decisive away goal as they look to upset the odds.
He added: "We feel we can score a goal. We are not afraid and we will speculate.
"The first-leg result was surely not a bad one for us. Those who think Dortmund are almost through already are mistaken.
"It will be vital to show our qualities tomorrow - with high intensity, lots of running, aggressiveness, intelligent play and the confidence we can do well here.
"If we do so, we can be on a level with BVB. Nothing was given to us for free so far but we will not give away anything for free either."