The most sensitive input of oscilloscope is when it switched to 50 Ω. Usually there is absolute maximum rating for oscilloscope 50 Ω input mode is 5 Vrms. It means that absolute maximum rating for oscilloscope input in 50 Ω mode is P = 5*5/50 = 0.5 Watt.
Note, this is not the max measurement rating, this is the max rating which is guarantee that device can survive it. If you exceed it even for a little, it can leads to device damage.
For 1 MΩ mode input the absolute maximum rating is higher, but it depends on the frequency. While for DC it can be up to 400 V, for a high frequency its limit will be much smaller, above 100 MHz it can be about 40 V or even less than that. Which is about 40*40/1000000 = 0.0016 Watt.
As you can understand high impedance input consume much smaller amount of power. For example if your input is switched to 1 MΩ mode and there is 400 V DC on the input, it leads to a power consumption about P 400*400/1000000 = 0.16 Watt.
So, you can assume that absolute maximum rating for 1 MΩ oscilloscope input is:
- about 0.16 Watt for DC current
- about 0.0016 Watt for AC current at high frequency
And for 50 Ω oscilloscope input absolute maximum rating is about 0.5 Watt.
Regarding to AWG, usually they have output up to 25 Vpp = 12.5 Vpk for open output. For 50 Ω load it will be 12.5/2 = 6.25 Vpk and output power will be 6.25*6.25/(50*2) = 0.39 Watt.
This is close enough for absolute maximum rating 0.5 Watt for 50 Ω oscilloscope input, but still within allowed range.
For 1 MΩ load the maximum output power of AWG will be much smaller: 25*25/(2*1000000) = 0.00031 Watt.
So, if your AWG has 50 Ω output and it's maximum output voltage doesn't exceed 25 Vpp for open output (often called HiZ), you can assume that it cannot damage your oscilloscope input for both impedance modes 1 MΩ or 50 Ω.