Is there a difference in the value of Delta of American and European options with the same underlying asset price, strike price, time to maturity?
Probably. The difference between American and European options primarily affects the expiration date - American have multiple expiration dates while European have one. As a result a different method is used to price American options than Black Scholes. A deeply in-the-money or far out-of-the-money option with a delta of 1 or 0 respectively will have the same value, or an option that expires in one day.
is there any way to determine the price of an European call option using Black Scholes Formula, while only being given the strike price, volatility, risk free, time to maturity and dividend yield, with the underlying asset price being unknown?
The price of the underlying asset is a required variable to calculate the price of the option. You could algebraically simplify the Black Scholes equation to a formula for the price of the option once you are given the price of the underlying asset based on the supplied parameters. If you don't have the underlying asset price, it is impossible to tell whether or not the option is in-the-money, at-the-money or out-of-the-money and by how much (this comes from the difference between the underlying asset price and the strike price).