A non-standard transliteration that may surface in Chinese subtitles. The standard rendering of Shakespeare's Romeo is
罗密欧 (Luómì'ōu);
莫密欧 likely targets a different name — either Italian Momio / Memmio, or a one-off subtitler choice.
欧 closes the '-eo' / '-io' ending. Use the standard
罗密欧 if you mean Shakespeare's Romeo.