Jerome revealed Stoke are convinced a surprise victory at the Mestalla is on the cards.
He said: "Nobody is really expecting us to go there and win the game, which could well work to our advantage.
"It's going to be incredibly difficult over there - we know that. But if we go there with the right mindset, then we are capable of getting ourselves back in the tie.
"They are big favourites now but in football anything can happen. All we need is a goal and then the whole complexion of the match changes.''