City travel to Greece after qualifying for the game, which kicks off at 20:00 (UK), as the Champions of Europe following our 1-0 victory over Inter in June.
The Spanish side have won the trophy before but City will play in the match for the first time and Dias is looking forward to the occasion.
“This is going to be my first, so I’m really hungry to win it,” the Portuguese defender said. “It’s a new trophy for me. My ambition couldn’t be bigger.
“It’s just like the FIFA Club World Cup, they’re competitions we really want to win. We want to leave our mark on each of them.”
It will be our first European game since our unforgettable night in Istanbul when we won the Champions League for the first time.
After Rodrigo’s 68th minute opener, Inter pushed for an equaliser with Ederson making two fine saves while Dias reacted quickly to head one opportunity away from danger.
The City defender says they always expected a tough test from the Italian side and knew they would have to fight for the victory.
“I guess that every big achievement, every big competition that’s really worth winning is made of those tough moments that involve all aspects of the game,” he said.
“It could be our ability or their ability, or even a bit of luck that makes the difference in the end.
“Above all, we knew we were playing against a very tough side. We were certain it would be a very hard match against skilful opposition.
“Beyond their starting XI, we knew they could send [Romelu] Lukaku on at any moment. He’s always a dangerous player.
“With the score at 1-0, we knew it was going to be a fight until the very end, and it was. We had to endure for the rest of the match, and I think that really sums up our win.”
Dias also says it was important to have so many leaders in the side during the season and in the final as City secured a historic Treble.
“I think it’s always important to have those characteristics in the team, especially on the pitch,” he added.
“Throughout the season, of course, that’s important, but it’s especially important in finals because they’re very unique events, where every detail matters and every swing in momentum has an impact.
“I think having players with strong characters and leadership skills helps a lot in every second of a game, especially in those decisive moments in key matches like finals.”