Thank you all, I did found the answer HERE.
I adapt a bit the code to my needs and added a button.
html:
<div>
<form method="post" name="update_status">
<button type="submit" name="marked_as_completed">Mark as Completed</button>
</form>
</div>
php:
<?php
if (isset($_POST["marked_as_completed"]))
{
$completed_status = $order->get_id();
$order = new WC_Order($completed_status);
$order->update_status('completed', 'order_note');
echo '<h2 style="color:green;">Completato ✓</h2>';
}
?>