I'd suggest at least trying to clean the eye with a mild saline solution and consider the option of buying a triple antibiotic eye treatment - neosporin or something of such ilk. The treatments are for humans btw so try a pharmacist.
How old is the chick? Have you tried to open it, since it could have secretions that keep it from opening? Do you have any lubricant eye drops? How is the air in your brooder? Good air circulation and avoidance of high ammonia levels from droppings can help. In older chicks, sometimes not opening an eye might be a sign of a neurological problem.