Check that the file /usr/share/keymaps/include/euro.inc.gz includes lines
altgr keycode 18 = currency altgr keycode 46 = cent
A console font, which suppports euro, must be loaded. Red Hat uses command setfont and Debian uses command consolechars.
In Debian the file /etc/console-tools/config must have ISO-8859-15 screen font:
SCREEN_FONT=lat0-16
In Red Hat the file /etc/sysconfig/i18n must have lines
SYSFONT=lat0-16 SYSFONTACM=iso15