Bayern Munich's astonishing form under Hansi Flick has taken them to the brink of a treble after they dispatched Lyon 3-0 in the Champions League semi-final on Wednesday. The stage is now set for a thrilling final between the German giants and Paris Saint-Germain in Lisbon on Sunday. "This is what you dream of as a footballer - playing against the best in Europe. And we're able to do that, I'm excited," Bayern's Canadian full-back Alphonso Davies told BT Sport. Flick's team once again confirmed what an unstoppable attacking force they can be at the Estadio Jose Alvalade as Serge Gnabry's first-half brace took the Germany winger to nine in nine Champions League appearances this season and Robert Lewandowski's late goal left him on 55 for the campaign. The Bavarians are the first team to win their first 10 matches of a Champions League campaign and now hope to make it 11 out of 11 when they face PSG, and are on a run of 20 straight victories overall. "Nobody scares us, we are Bayern Munich. We have had a great season and now we need to finish it off by winning the Champions League," said defender Benjamin Pavard. But Bayern are vulnerable. They play with a such high line that there is always a risk they will be caught out. Memphis Depay and Karl Toko-Ekambi both missed glorious chances to put Lyon ahead before Gnabry opened the scoring. Kylian Mbappe, Neymar or Angel Di Maria may not be so forgiving on Sunday. "We know that there is an element of risk in the way we play. We play a very high line and it's not easy to defend, but we will analyse it and try to do better against Paris," admitted David Alaba. It promises to be a fascinating final, between two super-clubs who thrive on winning everything domestically to the extent that one defeat in Europe can become an all-consuming drama. PSG have won seven of the last eight French titles and have just completed a fourth domestic treble in six seasons. Bayern are fresh from winning the German league and cup double. They have won the Bundesliga for the last eight seasons. These are the fourth and fifth-richest clubs in the world, according to the most recent Deloitte Football Money League. Bayern have won the trophy five times before although they have also been losing finalists on five occasions, including twice in the last 10 years. They know how painful defeat in a Champions League final is. PSG, on the other hand, are preparing for their first ever final in the competition. For Lyon, in contrast, such a stage is maybe just beyond them. Twice now they have made the semi-final only to be well beaten by Bayern. The biggest consequence of their exit is that, having performed poorly in Ligue 1, they will not be in Europe at all in the new season. Even for a club ranked 17th on Deloitte's rich list, that is likely to spell trouble, and they will be tempted to sell some prized assets. The transfer window in Europe will be open until early October this year and the continent's giants are well aware of the talent in Rudi Garcia's team. Houssem Aouar and Moussa Dembele were already being linked to moves elsewhere before starring in Lisbon. "We have the basis of a good side. There will be departures but I am not worried about that," said Lyon sporting director Juninho. "When you have players who have played really well in the competition like Houssem and Moussa, you risk losing some players."