The wolf is a strictly protected species. This means that you cannot shoot him or chase him. This is stipulated in the European rules.
Only if the number of wolves in a country is large enough, can a predator be shot. In Europe, this occurs in countries such as Estonia, Lithuania, Poland, Slovakia and northern Spain.
There is an exemption granted for shooting wolves. Without this exception, killing a wolf is punishable. If you are convicted by a judge, you could be sentenced to years in prison.
If the wolf is aggressive towards people or dogs, the wolf may be killed in exceptional cases. But there are strict rules for that, too. Other measures must be taken first. Shooting an aggressive coyote is really a last resort.