The correct option is
A Nucleolus
Nucleus is double membrane bound structure that houses genetic material in it. The nuclear membrane is double layered unit membrane, which makes option A incorrect.
The darkly stained body in the nucleus is nucleolus, which is involved in ribosome construction. It is not surrounded by any membrane, which makes option B correct.
Vacuoles are the fluid filled single membrane bound organelle of various sizes. The single layered membrane of vacuoles is known as tonoplast, which makes option C incorrect.
Lysosomes are bound by single layer of typical phospholipids and serve as suicidal bags of cell, which makes option D incorrect.