They won the trophy last season, while the Rosanero have not even been in the Final since the 1970s and are looking for their first piece of silverware.
"We want to end the season with a victory, as it would be perfect to have the final image of us lifting the third trophy of the campaign," Stankovic told Inter Channel.
It would be the first for Leonardo, as Rafa Benitez was in charge when they won the Italian Super Cup and Club World Cup in 2010.
"We have prepared well for this match and are ready. However, we do not think that we have already won the Final.
"Inter will be facing an organised side like Palermo who also proved during the season that they could cause us problems."