Rio Ferdinand, Steven Gerrard and Steve McManaman have given their Champions League final memories
Rio Ferdinand won the tournament with Manchester United in 2008, beating Chelsea on penalties in Moscow.
The former central defender says it was the greatest moment of his career as he did not think it would ever happen.
"It was the best day in my footballing career definitely," he said on BT Sport.
"It stands out amongst all the others, it's at the top of the mountain and you don't think you're going to get there.
"I got to the semi-final before and got knocked out and you just think 'is this something which is too big to achieve?'
"Once you get there, that moment, if you can bottle that feeling, you'd be a very wealthy man."
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Rio Ferdinand says winning the Champions League with Man Utd was the greatest day in his career
It stands out amongst all the others, it's at the top of the mountain and you don't think you're going to get there
Man Utd legend Rio Ferdinand on the Champions League Final
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Steven Gerrard won most probably the most dramatic final in the history of the competition with Liverpool in 2005.
AC Milan were 3-0 up at half time but the Reds pulled it back to famously win on penalties in Istanbul.
"It was an incredible night, I was thinking at half time this could get embarrassing, it could be four, five, six the way the first half went," Gerrard said.
"Thankfully we got back into the game and just to echo what Rio said, it's what dreams are made of, incredible feeling.
"We were the underdogs but the great thing is that tonight there is no underdog.
"It's a proper 50-50 game and we can't wait for it."
Steve McManaman was successful twice with Real Madrid, in 1999-2000 and 2001-2002, and he says the first game, a 3-0 win over Valencia in Paris, was the best.
"The first one because we won it really easily," the former midfielder said.
"The first game we won the game after 60, 70 minutes so for the last 20 minutes of the game we could cruise through it and you could take it all in.
"The second final we were hanging on (against Bayer Leverkusen)."