The Y-chromosome belongs to macrohaplogroup F and the mtDNA to macrohaplogroup N. For details see the supp info PDF here.
Abstract: Neanderthals are thought to have disappeared in Europe approximately 39,000–41,000 years ago but they have contributed 1–3% of the DNA of present-day people in Eurasia1. Here we analyse DNA from a 37,000–42,000-year-old2 modern human from Peştera cu Oase, Romania. Although the specimen contains small amounts of human DNA, we use an enrichment strategy to isolate sites that are informative about its relationship to Neanderthals and present-day humans. We find that on the order of 6–9% of the genome of the Oase individual is derived from Neanderthals, more than any other modern human sequenced to date. Three chromosomal segments of Neanderthal ancestry are over 50 centimorgans in size, indicating that this individual had a Neanderthal ancestor as recently as four to six generations back. However, the Oase individual does not share more alleles with later Europeans than with East Asians, suggesting that the Oase population did not contribute substantially to later humans in Europe.
Qiaomei Fu et al., An early modern human from Romania with a recent Neanderthal ancestor, Nature (2015) doi:10.1038/nature14558
Update 05/07/2015: This is how Oase 1 comes out in the Eurogenes K15. Forcing ancient genomes into modern variation like this isn't the ideal way to analyze them, but in this case the relatively low affinity of Oase 1 to present-day Europe and the Near East makes sense.