Turns out it was an anti-tank shell:

An anti-tank shell was fired at the U.S. Embassy early Friday, striking the front of the building but causing no injuries. A senior police official said the blast was an act of terrorism, raising fears of a resurgence of far-left Greek militant groups.
[…]
Investigators were examining what they believed was the device used to fire the rocket shell from a construction site near the embassy.
“This is an act of terrorism. We don’t know where from,” Attica Police Chief Asimakis Golfis said. “There was a shell that exploded in the toilets of the building … It was fired from street level.”