Correct option is A
London is a European city" is correct because "European" begins with a consonant sound (/j/ as in "you"), not a vowel sound, even though the letter "E" is a vowel.
The choice "An" would be incorrect because "an" is used before words that start with a vowel sound.
"The" would imply a specific or unique European city, which isn't the intent of this general statement.
"No article" would result in a grammatically incomplete sentence.
So, the correct answer is A.