MUNICH – Bayern Munich coach Jupp Heynckes said his side paid the penalty for missing a string of chances after the Bundesliga giants shattering defeat to Chelsea on Saturday.Bayern squandered a string of clear-cut chances and missed a penalty in extra-time before crashing to a 4-3 shoot-out defeat as Chelsea won the Champions League for the first time.The loss left Bayern without a trophy for a second consecutive season, and cruelly dashed their hopes of being able to win the world’s most prestigious club competition before their home fans at the Allianz Arena."We must blame ourselves for having so many opportunities, without benefiting from them,” Heynckes told a press conference."If you score in the 83rd minute you believe you should keep this result. Then you have a penalty in extra-time, and you miss."The penalty shoot-out is a lottery game, you know that from history. Chelsea was a lucky team today, they played the way they know best. They put on a real fight, defensively very well organised.”Heynckes meanwhile rallied to support midfielder Bastian Schweinsteiger, who missed Bayern’s fifth penalty which allowed Drogba to seal the shoot-out win."Bastian got us into the final, with his penalty in Madrid,” Heynckes said. "He will get over it. It might take him a few days but this is football.”