كتب : وكالات
The Bavarian giants have already won the Bundesliga title for the 22nd time in their history last week.
They will also face Werder Bremen in Saturday's German Cup final before meeting Italy's Inter Milan in the Champions League finale on May 22.
"We do not want just one trophy, but all three," Croatian striker Olic was quoted as saying on UEFA's official website.
"This is a chance which doesn't come along that often in life, but it will not be easy.
"Werder Bremen are in very, very good shape. Last year, I was knocked out of the DFB Pokal semi-finals by them [while playing for Hamburg]. Now I have the chance to win it I will give everything to make that happen."
Olic, who joined Bayern from Hamburg in January 2009, scored 11 league goals this season.
He also scored a hat-trick to help Bayern claim a 4-0 aggregate victory over French side Lyon in the Champions League semi final.