Answer: "you gave her in the morning" is an adjective clause.
It modifies or specifies which pen.
Explanation: If the word "that" had been included, as in
"that you gave her in the morning" it would be a relative clause; 'that' is a relative pronoun.
(In your question the "an___" is a hint that the answer starts with a vowel)
In any case, they are clauses, not phrases, because they include a subject, 'you', and a predicate, 'gave her in the morning.'