As far as I know there are no common laws surrounding that. There is a legal framework/agreement requiring states to have some kind of hate speech laws though, but they'll vary wildly. E.g. in Germany you can't be openly Nazi. In Denmark you can't burn a Quran etc. So there is no agreement of WHAT constitutes hate speech across the EU.
The framework: https://eur-lex.europa.eu/legal-content/EN/TXT/?uri=LEGISSUM...
It's extremely vague. It's more an understanding that "hate speech is bad so bad you should all draw a line... somewhere".