Urals
Rockies
Alps
Atlas
Of the mountain ranges on your list, the Alps contain the highest mountain in Europe - Mont Blanc.
The Rockies are in North America, the Atlas mountains are in North Africa, and the Urals, while European, are not really high
Caucasus Mountains if you consider them to be in Europe (some countries in the Caucasus are members of the Council of Europe).
Otherwise the Alps (Mont Blanc)
Oh definitely the Rockies, pet
Some other planets have higher mountains. But they might not be in the EU yet.