\documentclass[12pt]{article}
\usepackage[utf8]{inputenc}
\usepackage[greek,english]{babel}
\usepackage{alphabeta}
%Times New Roman
\usepackage{newtxtext}
\usepackage{substitutefont}
\substitutefont{LGR}{\rmdefault}{txr}
\usepackage{multirow}

\begin{document}
\section*{Πίνακας}
\begin{table}[h]
       \begin{tabular}{|c|c|c|c|c|}
       \hline
       \multirow{2}{*}{Κατάσταση} & \multicolumn{4}{c|}{PT} \\
              \cline{2-5}
       & $S_1$ & $S_2$ & $S_3$ & $S_4$ \\ \hline
               \multirow{2}{*}{MR1} & 0.1 & \multirow{2}{*}{0.7} & 0.2 & 0.3\\ \cline{2-2} \cline{5-5} & 0.1 & & & 0.2 \\ \hline

       \end{tabular}
       \caption{My Caption} \label{tbl:1}
\end{table}
\end{document}