The correct answer is option 1, the Black Sea. The Crimean peninsula is a landmass that extends into a body of water, and in this case, that body of water is the Black Sea. The Black Sea is located between Southeastern Europe and Western Asia, and it is connected to the Mediterranean Sea via the Bosporus Strait and the Sea of Marmara.

The Caspian Sea, option 2, is actually the largest enclosed body of water on Earth and is located between Eastern Europe and Western Asia, but the Crimean peninsula does not extend into it.

Similarly, option 3, the Mediterranean Sea, is connected to the Black Sea via the Bosporus Strait and the Sea of Marmara, but the Crimean peninsula itself does not thrust into it.

Option 4, the White Sea, is a southern inlet of the Barents Sea, located in Northwestern Russia, and the Crimean peninsula also does not extend into it.

Therefore, the correct answer is the Black Sea, as the Crimean peninsula thrusts into it.