Soak it in cold water with a tiny bit of detergent. It won’t hurt the wool unless you toss it into a hot dryer.

Perhaps use a little dish washing liquid soap, as that usually has grease-cutting properties. Air-dry the sweater flat on a towel. Putting it in a dryer at all will set any stain.

Place it in a bowl of water and de-greaser detergent overnight, then hand rinse until all the soap is gone, and the water you squeeze out is clear.