I was recently told by my manager that one of my coworkers (call him Steve) will be fired in a few weeks, as his last reviews were found unsatisfactory.

My manager also told me to "inquire and observe" more closely Steve's work and clients from now on, so his knowledge is preserved in the company and so I can learn more about those things (as I will be assigned some of his tasks and clients after he leaves).

Now, I was also told to do this with "discretion", so he doesn't suspect anything unusual is happening. Also, it is of my knowledge that his firing will be immediate, so he won't be getting any previous notice whatsoever.

I can't help to feel that I should warn Steve somehow, as it seems unethical to fire him without any previous notice, not to mention asking me to "spy" on him and pretend nothing is going on.

Is there a way I could warn him discretely so he is not caught by surprise? This would at least give him a chance to seek a new job in the meantime, so he can have a stable job transition. Or am I going to far and this could have negative consequences for me or the company? I feel really uncomfortable with the idea of having to stalk on him so I can absorb any knowledge he has before leaving. Are there any other options I might consider doing?