If you put politics aside and you just take in consideration the geography which continent belongs Armenia Georgia Azerbaijan Malta and Iceland?

Armenia, Azerbaijan, and Georgia are on the borders of Europe and Asia, usually considered to be in Asia. Malta is on the southern edge of Europe, and has always been 'Mediterranean' in outlook, so it would be hard but not impossible to argue for it being in Africa. The geology of Iceland is split between the American plate and the European plate, so it belongs to both from a geographical point iof view. You have brought up an interesting topic, which I hadn't really thought about myself - all those places are to some extent 'on the edge'. May I suggest you look at an atlas and check for yourself the location of those countries.