You are in full control at all times. All hypnosis is actually self-hypnosis; a hypnotist merely guides you into your own experience of deep relaxation and acute focus.
A good analogy is that of the hypnotist sitting in the passenger seat of a car, reading map directions to the driver (the client). The driver can listen and follow the suggestions given by the passenger, or they can choose to go their own way, because the driver is always in control.
A person who is hypnotized can open their eyes at any time, and the hypnotist cannot make someone do something that they otherwise would not want to do.