[Manyasha]

renatdmit,
здравствуйте, так подойдет?

<script src="https://ajax.googleapis.com/ajax/libs/jquery/2.1.1/jquery.min.js"></script>
<script>
$(function() {
	$("#filt").on('input', function() {
		var txt = $(this).val();
		$("#dl_continents").find("option").each(function() {
			if ($(this).val() == txt) {
				alert($(this).val());
			}
		})
	});
})

</script>
<input name="filt" list="dl_continents" id="filt" />
<datalist id="dl_continents">
	<option value = "EUROPE"/>
	<option value = "AMERICA"/>
	<option value = "ASIA"/>
	<option value = "AFRICA"/>
</datalist>