Dortmund's journey to be able to do in the final round you will know. Dortmund defeated PSV in the last 16. Beat Atletico Madrid in Quarter-Final and get rid of PSG in the semifinals. The new Champions League format for the 2024/2025 season needs to be read again. Dortmund's success in defeating PSG ensures the Bundesliga get 5 teams that will compete at UCL next season. Means Dortmund will stay at UCL next season even though the results lose against Real Madrid.
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How does European qualification work in the Bundesliga?From the journey Dortmund did for the round of 16, you will even know that they have the potential to win, but there is still experience, and I will accept that Real Madrid might win them in the finals, but as you mentioned, losing or winning is still a good chance for them because they will still have the hope to play again in the next season's Champions League.
But for me, I have started to have hope for them to win the trophy, although at first I gave my winnings to Real Madrid, but when I go deeper to consider the fact of their winning, I see that definitely they are up to something, which is achieving the trophy one more time, and they might achieve that soon.