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The 18-year-old striker has been without a club since Millwall released him towards the end of last season after he failed to make the breakthrough into The Lions' first team.
Much was expected from Samba when he was younger and the teenager was capped at Under-16 and Under-17 level for England. Millwall even reportedly turned down an undisclosed offer for the youngster's services from Liverpool but he struggle to fulfill his potential and ended up in The Lions' reserve team.
The teenager will hope to impress at Estadio Ramon de Carranza and earn a contract with the Spanish side.