By Amanda Davies & David Stokes, CNN

(CNN) -- When Paris Saint-Germain signed Nigeria international Jay-Jay Okocha 17 years ago, it made him the most expensive African footballer on the planet. He cost the French club $19 million -- How times have changed.

In August of this year, PSG paid a world-record fee of $267 million to release Neymar from his Barcelona contract and, according to documents recently exposed by Football Leaks and German media outlet Der Spiegel, they are paying the 25-year-old Brazilian $118,000 a day.

"I am jealous of the players now," Okocha told CNN Sport's Amanda Davies. "But it's always good to know you were amongst the best during your time and that's all you can hope for."

"I don't look at what the market is today because that was our mission -- to get football to another level -- to open doors for the next generation. It gives me a lot of joy to see where football is now."

"Every player's ego will kick in at a certain point"

Neymar has made an impressive start to his PSG career with five goals and five assists in his opening seven games, but his integration into the dressing room hasn't been quite as smooth.

The Brazilian and teammate Edinson Cavani argued publicly on the pitch over who should take a penalty in this month's 2-0 win over Lyon and reportedly the Uruguayan international shouted "do you really think you're Messi!?" when he first walked into the changing room.

PSG has also been forced to deny claims that club president, Nasser Al-Khelaifi, offered Cavani a $1.2 million bonus to hand over the penalty-taking duties to Neymar.

"It's a team sport but every player's ego will kick in at a certain point," says Okocha who played 84 games and scored 12 goals for PSG after moving from Turkish club Fenerbahçe.

"Cavani has been taking penalties but I think it's negotiable. I see it as a healthy competition. It will be easily sorted out in the dressing room. They will talk about it. It happens every week but behind the scenes."

"I'd be lying if I said I never had any issues with players but at some point you have to stamp your authority because if you're good at taking free-kicks, for example, they should let you take them," added Okocha, who himself was something of a free-kick specialist.

"An honor to share a dressing room with Neymar"

Okocha spent four years at the Parc des Princes and helped mentor another famous Brazilian, Ronaldinho. He insists that, if he was still at PSG, he would not be intimidated by the size of Neymar's transfer fee -- in fact, he would relish the opportunity to play alongside him.

"The price tag shouldn't be my business," the 44-year-old says. "It would be an honor to be in the same dressing room as a player like that.

"It would be in my interest to have great players around me because, if you're playing with good players, it makes your job a lot easier."

A foot-injury kept Neymar out of PSG's last league game -- a goalless draw against Montpeller which ended their 100% start to the Ligue 1 season -- but he is expected to return for the visit of Bayern Munich in the Champions League.

"He had a good life in Barcelona, playing with a good team," Okocha says. "But then he realized he wants to achieve more, he wants to be his own person and for him to achieve that, he has to move.

"Luckily for him, he moved to a very formidable team -- a team that is so ambitious -- and also trying to get to the next level. It's a perfect move for him"

"You give up your life. You give up your youth."

Not content with just signing Neymar, PSG's Qatari owners have also committed a further $222 million to buy Monaco youngster, Kylian Mbappe, when his loan-deal expires next season -- the second highest fee in history behind Neymar.

Given that PSG only recouped $69 million from player sales in the summer, soccer's European governing body UEFA is investigating whether the French club has broken Financial Fair Play rules after signing Neymar and Mbappe.

If PSG is found to have breached FFP regulations, the French league leaders could be docked domestic points and even expelled from European competition. However, Okocha rejects the idea that big money is ruining football.

"I think it's good for the game," Okocha says. "If we look at American football or basketball, nobody is complaining about the wages. It's a global sport and it should be globally recognized and the wages should reflect that."

"It's a tough job. You give up your life. You give up your youth to become the best that you can. It's a very short career so whatever you can make within that period is what you have to invest to be able to have a good life."

Neymar has certainly been able to secure himself a good life -- if those leaked documents are to be believed, he will be pocketing a staggering $78 a minute for the next five years.