Is it worth self-funding a PhD to attend a top 10 university? What should I opt for? 

Option A) very well paid PhD, around €3000 per month at a respectable university
or;

Option B) a non-paid PhD, where I have to pay €2000 per year at one of the top 10 universities of the world?

EDIT: Actually they are both UK universities, Option B  is ranked between the top 10 in the world in engineering and tech, and I do get a scholarship that pays 18000 pounds which covers the difference between international student tuition and EU tuition. In Option A, I will be doing research in a good university and will be working alongside giants in the industry.
Unless you're independently wealthy I think it is always unwise to do an unfunded Ph.D. program.  With the current academic market the way that it is, there's just no guarantee that you will get a good job with the Ph.D. that will allow you to quickly pay off your debt.  There's also no guarantee that you'll get a Ph.D. at all.  We're talking about over a hundred thousand euros!  There are some advantages to a top ranked department (as ff524 says, university ranking is irrelevant), but it's not 100K euros worth of advantage (especially since often a lot of the advantage of a top dept. is that they're better funded and so students can concentrate more on research).