They do possess nucleus but not well defined thus they lack membrane bound nucleus or you can say they don't have proper nuclear membrane.

Understanding Prokaryotic Cells
Prokaryotic cells are the simplest form of life, primarily characterized by their structural features. They differ significantly from eukaryotic cells, which are more complex. Here’s a detailed look at what prokaryotic cells lack:
Lack of Nucleolus
- Prokaryotic cells do not possess a nucleolus, which is a structure found within the nucleus of eukaryotic cells.
- Instead of having a defined nucleus, prokaryotes contain a region called the nucleoid, where their DNA is located.
No Nuclear Membrane
- Prokaryotic cells lack a nuclear membrane, which separates the nucleus from the cytoplasm in eukaryotic cells.
- The absence of this membrane allows for direct interaction between the cell's genetic material and the cytoplasm.
Absence of Membrane-Bound Organelles
- Prokaryotic cells do not have membrane-bound organelles such as mitochondria, endoplasmic reticulum, or Golgi apparatus.
- Their cellular processes occur in the cytoplasm or across the cell membrane, making them less compartmentalized than eukaryotic cells.
Conclusion
- Given these characteristics, prokaryotic cells lack all of the mentioned structures: a nucleolus, a nuclear membrane, and membrane-bound organelles.
- Thus, the correct answer is option 'D': All of these.
Understanding these fundamental differences highlights the simplicity and efficiency of prokaryotic life forms.