I will say you should bet on it. Dortmund has that capability; they can win the UCL. They can be as deadly attacking as Real Madrid are, and they can defend well.
Dortmund don't have same attacking power and quality like Real Madrid but they have enough attacking power to make troubles to any opponent, when either they proactively attack or counter attack.
The foundation for them is their solid defense and Dortmund don't need to start their final with hurry in attack, they can play defensively and wait for lack of patience from Real Madrid that can cause some carelessness in Real Madrid's midfield and defensive areas. Dortmund as said with their good attacking capacity can score goals from counter attacks.
If the performance of the players who play make the selection for that is 10/10, They can win Real Madrid just like the way Manchester United defeated Manchester City today because the performance of their players was far above average.
Their matches with PSG in semi finals give them confidence. The shock big win of Atalanta against Leverkusen in Europa League is another example and gives them more confidence. Just yesterday a shock win of Manchester United against Manchester City gives them more confidence.
Real Madrid are still stronger and have better chance to win the final but they must look at PSG, Leverkusen and Manchester City to be more careful in the final match.