Your keyword here is on-premises VPN device.
When creating a Site-to-site VPN connection, one of the requirements is that your on-premises datacenter must have a supported VPN device.
Point-to-site VPN connection is a connection between an individual client computer. You do not need a VPN device with P2S. Azure will provide a VPN client for you to use.
Therefore, the correct answer is site-to-site VPN.
Please let me know if you have any further questions. I’d be glad to help you.