Sergio Ramos was born with golden balls. That’s what Sergio Ramos says, anyway – and, he adds, they’re right where they’re supposed to be. It’s no Ossie’s Dream and it’s not the Anfield Rap either, but this week Real Madrid’s captain released a cup final song of his own: a European Cup final song, offered up with the words “my house, some friends, a lot of magic and this is the result: my life in a song and lots of verses still to write”. With the usual rapper’s brag and bravado, SR4 tells his journey from the streets – well, the square in Camas, Seville – to the World Cup and close to another Champions League title. Already “a legend,” as the track has it, it would be his fourth.

Nothing was handed over free, runs one line; “his ‘testiculine’ is not for sale, it comes out as a Panenka” – that moment when, in the Euro 2012 semi-final, he dinked in a penalty. That was one of a handful of moments that define a player with a gift for the epic and the grand gesture, for goals too, late ones, important ones, who is almost a cartoon character at times. It was also two months since the European Cup semi-final when, during the shootout, he sent the ball sailing over and some, including Manuel Neuer, into fits of laughter. That night Ramos vowed he would show them. So he did.

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When he missed the penalty against Bayern Munich, it denied Madrid a shot at their 10th European Cup. They had waited a decade and it had become an obsession. Two years later they reached the final against Atlético, but it was slipping away; they were “on a tightrope”, as the track has it. The clock showed 92.48 – a number that makes up one of the dozens of his tattoos, the latest added a few days ago – when Ramos headed an equaliser and Madrid went on to win.

Ramos was, by his own admission, close to joining Manchester United in summer 2015. He had been at Madrid for 10 years, was attracted to something new and the relationship with the president was strained. No one represents Madrid quite like him and not only had he scored that goal to finally win the 10th European Cup, he had also scored twice in Munich in the 2014 semi-final. But, as the possibility of a move became clear, some powerful voices turned on him and he asked to go.

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Madrid would not let it happen. When Ramos and Florentino Pérez emerged from a tense meeting in China that went on for hours, just the two of them alone, accusations made, the decision had been taken: he was staying. It has worked out rather well.

Despite a decade at the club, there was some concern over the fans’ response, which was one of the reasons there had never been a public rebellion. But he overcame that and fast. Ramos was made club captain and by the end of the season he was lifting the European Cup, having scored the opening goal in the final against Atlético. A year after, he lifted it again. Saturday may be the third time. Add 2014 and it is four finals in five years.

Facebook Twitter Pinterest Sergio Ramos raises the Champions League trophy after Real Madrid beat Juventus last season. Photograph: Angel Martinez/Real Madrid via Getty Images

In SR4 there’s a line that runs: “MVP of the Champions League, another big-ears for Chamartín.” At the end of this month’s semi against Bayern, Ramos, who had spent the previous hour throwing himself in front of everyone and everything, went to fans at the south end, climbed in among them, took the mic and sang. “Kings of Europe! We’re kings of Europe!” There was also a rendition of “How could I not love you, if you won the European Cup a 12th time?”

Oh, they love him, all right. How could they not? The outrageous outfits, the occasional daftness, far more tongue-in-cheek than some realise, the dark arts, do not change that; they only deepen the admiration. He joined them at 19 and is 32, the only current player who had Zinedine Zidane as a team-mate.

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There may be doubts at times but when the big moments arise he is always there and they may never have had a leader like him; no one has led them through an era like this. “He symbolises the values of Madrid,” Zidane says.

“It all started with you,” one line of the rap runs; with him wearing the armband seasons have a familiar ending. There is a basic and pretty stunning fact: as captain of Real Madrid, Ramos has never not won the trophy that defines the biggest club of all.

No one has lifted this trophy three times at Madrid. Only Paco Gento captained Madrid three times in a final and he lost two, in 1962 and 1964. Miguel Muñoz was twice a European Cup-winning captain; as was Manolo Sanchís, in 1998 and 2000. No one has played more Madrid games than Raúl or Casillas: Raúl never lifted it and Casillas won it once, in 2014. The player with the fourth-most appearances, Santillana, was captain when they lost the 1981 final to Liverpool; in fifth, Fernando Hierro has won it as captain once. Ramos is set to overtake them all.

Nor is it just going up to collect this cup. It is no coincidence this has happened under Ramos. He is a captain in the most cliched sense: direct, firm, open, driven to lead the collective. By his own admission the pressure at Madrid is special, where “every ‘lesson’ here is three elsewhere”.

Facebook Twitter Pinterest Ramos under the watchful eye of Zinedine Zidane. Photograph: Chris Brunskill Ltd/Getty Images

He says: “I have been here a long time, I know what it means to have this badge on your chest.” But perhaps that is the way he likes it, just as he embraced the switch to centre-back, because of the “hierarchy”, the “status”, the responsibility. The armband was an adornment that reinforced his character: “I was like that anyway.”

“Some players need guidance,” Ramos says. “We all have a role and as captain, having been here for so many years, it’s your job to give [young players] support and confidence; I feel proud to have played that role,” he told Spanish radio this week.

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When it was put to him that he had also sorted out the dressing room, the answer was striking. “We’ve never lacked quality, galácticos, great players,” he said, “but maybe we have [lacked] what you’re talking about. [Overcoming] the individual egos of players who were good people but maybe rowed in their own, different direction. You have to convince them that if the team wins collectively, then they all win individually.”

“The key to this team is the commitment of the leaders, Ramos and Ronaldo,” says Sanchís, himself the son of a European Cup winner with Madrid. “Ramos is the standard-bearer of this generation.”

Only two players played more games for Madrid than Sanchís junior. No one at Madrid has lifted the European Cup more times. Until now, perhaps. “Sergio says he is taking the record off me and I’m delighted,” Sanchís says.