MADRID (AFP) A staggering summer outlay of over 250 million euros and home advantage for the final has seen Real Madrid put themselves under immense pressure to win the Champions League this season. However, the record nine-time European champions first have to come from behind to eliminate French side Lyon who arrive for Wednesdays last 16 decider at the Santiago Bernabeu holding a 1-0 first leg lead. Real have been unstoppable in the league at home winning all 13 games but in Europe their dominance has not been as overwhelming losing 3-2 to AC MIlan at home in this seasons group stage while Liverpool and Juventus both won in Madrid last season. Lyons clean sheet in the first leg means a vital away goal would force Real to score three goals to progress as they go all out to reach the final at their Bernabeu stadium on May 22. We are up for coming from behind against Lyon, said Guti, a three-time Champions League winner with Real. If they score it will complicate things but with the signings we have made we have to give everything to get through. It would be a failure not to get past the knockout stage against a rival like Lyon who are good but not one of the big European sides. Lyon, third in their domestic league, may not have the grandeur of Real but they are seasoned campaigners in the Champions League and have outperformed Real in the last five campaigns reaching the quarter-final stage in 2005 and 2006. We really believe in our chances, even if Real (Madrid) remain the favourites, said Lyons Brazilian captain Cris. Its just a match with 11 against 11 and we are not worried about their stars. Real have been a disappointment in Europe in recent seasons failing to reach the quarter-finals since 2004 and coach Manuel Pellegrini is under pressure to put them back among Europes elite particularly after the massive summer spending. Pellegrini, who guided Villarreal to the semi-finals in 2006, must do without midfielder Xabi Alonso through suspension leaving the door open for the likes of former Lyon old boy Mahamadou Diarra, Esteban Granero and Rafael van der Vaart to stake a claim for a first team place. French striker Karim Benzema, a summer signing from Lyon, could miss the game against his old club due to a groin strain but Real have the firepower in Brazilian Kaka, in-form Argentine Gonzalo Higuain and Portuguese winger Cristiano Ronaldo who is the Champions League top-scorer with six goals. Real will also be on a high after their dramatic 3-2 win over Sevilla, coming from two goals down to move level on points with Barcelona at the top of the table and Ronaldo called on his team-mates to stamp their authority over Lyon. We need to show that, at the Bernabeu, we are the ones in charge, said Ronaldo. We already know Lyon are a strong team, but now we are playing at home and I am confident that we will progress. It would be a huge disappointment if we did not progress. We are going to go out with the mentality of winning and scoring goals. Real are top-scorers in the Spanish league and start as favourites but Lyons Argentine striker Cesar Delgado insists the French giants wont come to sit back and defend. We are not coming with the idea of defending because we are not a team that likes to defend, said Delgado. There is no doubt that they have players that can change the game. We have a lot of respect but in football you cant have fear.