Got it

%macro special_char(unicode_greek=, name=);
%global &name;
data _null_;
A=input("&unicode_greek."x,$UCS2B4.);
call symput("&name.",trim(left(A)));
stop;
run;
%special_char(unicode=03BC,name=mu);
%mend;

%macro special_char(unicode_greek=, name=);
%global &name;
data _null_;
A = input("&unicode_greek."x,$UCS2B4.);
B = 'x'||trim(left(A)) ;
call symput("&name.",B);
stop;
run;
%mend
%special_char(unicode_greek=0305,name=xbar);