In order to leave europe, the pilgrims needed to

Invest in the London Company.

Explanation:

The Virginia Company of London was a joint-stock company that held shares, people could buy a share at the starting cost of £12. The shareholders would profit if the company profited and would lose money if the company lost money. The main objective of the Company was to have profit and also establish a colony in the New World, because of that, the Pilgrims that wanted to go to the New World had to invest in the company so they could leave Europe and establish in the new colony that would be built by the Company.