If Chelsea can stop PSG from scoring early goal or even scoring in the first half, then they might have a chance of winning the trophy. If they fail and PSG happens to get an early goal like they did with Real Madrid, then Chelsea might suffer a terrible defeat just like what happened to Inter Milan in the last champions league final when they played PSG. The match may not even be as tough as the semi final match between PSG and Real Madrid.
Chelsea must play full defensive and not giving opportunity for PSG scoring goal at the early minutes, looking last match when PSG easily scoring until four goal against Madrid looks Alonso's tactician more offensive without fully defensive. If Chelsea fully play with defense and prefer counter attack I think have chance for winning the games and not conceded many goals such as easily in last three consecutives game PSG success scoring many goals.
Last three games in a row since knock out round, Chelsea have conceded two goals and success made clean sheet when eliminating Fluminense at semifinal round, believing with Chelsea if can play fully defense tactical have chance for winning the match and huge pressure for the early minutes if won't conceded goals from PSG as usually scoring goals every early minutes.