The modern convention of the Europe-Asia boundary (from south to north) follows the Aegean Sea, the Dardanelles-Sea of Marmora-Bosporus, the Black Sea, along the watershed of the Greater Caucasus, the northwestern portion of the Caspian Sea and along the Ural River and Ural Mountains
So I believe your answer would be the Aegean sea, Dardanelles sea, and the black sea.