The Benfica midfielder believes that his side are at eye level with the west Londoners ahead of their clash with Rafa Bentiez's men in Amsterdam
The Portuguese giants recorded a 3-1 win over Fenerbahce in Lisbon on Thursday - after previously losing the first leg of their semi-final tie 1-0 - to qualify for the showpiece in the Dutch capital later this month and the Argentine is eagerly anticipating the match.
"It's a wonderful situation to be in, and great to have brought happiness to our fans, but we haven't won anything yet," he told the official Uefa website.
"It's 50-50. There are no favourites in a final. The two teams there deserve it. We need to rest, and be ready for a big Europa League final."
Looking back at the 3-1 win over Fener, Perez said he was delighted with the way his team performed.
"I think we played a great match. We came out really strongly in the first half. We knew we had a chance with our people behind us," he added.
"Fenerbahce's penalty didn't change things too much because our mentality was always to get after our opponents. That was our attitude until the 90th minute and that's how we got the result that we did."
Benfica resume domestic action on May 6 when they host Estoril.