United go into the second-leg of their Europa League quarter-final against the LaLiga side with a 2-0 lead from the first-leg in Spain.
But the young forward says there is no room for complacency as they seek to reach the semis.
Greenwood said: "To get a 2-0 lead, it's given us a big boost but not an easier chance.
“You never know what they can do in the second leg really, but it's given us a bit of comfort. But we can't relax on it in this next game. We've got to go out and finish the job to get through to the semis.
“We're going out to win the match; all the players are ready. We've done our preparation and I'm sure we'll be ready to go."