mCaptcha

mCaptcha is an open source captcha service that you host yourself. Instead of asking visitors to solve a puzzle, it uses proof of work: the browser does a short computation before the form is submitted, which makes automated abuse expensive without bothering people. It is compatible with reCAPTCHA and hCaptcha, so swapping it into an existing form is usually simple. mCaptcha is licensed under the AGPL.

As self-hosted open source software, mCaptcha is not necessarily European, but you can install it on a server in the EU and use it as a European alternative to the American captcha services, with no visitor data leaving your own infrastructure.