Yesterday morning we found it to be a little kitten who has probably lost her mother (we later found out it was a she). It took us some time, but we managed to get close to her and give her some food.
Once she got accustomed to us we could play with her, she's just adorable!
We don't know what to do with her, since yesterday we've been going out several times a day to feed her, play with her and give her some warmth.
Here are some more photos and a video of her: