If you want to just change the company name displayed, you can change it in the Settings section of the Account Settings(https://manage.auth0.com/#/account) page.
But, if you want to change the url of your Auth0 account (e.g. company.eu.auth0.com), according to (Data Export and Transfer Policy) not even Auth0 can do it. However, you can create a new account and using Management API (Auth0 Management API v2) and use extensions(like User Import / Export Extension) to move all your configurations and users to the new account.