Before you pick any of these materials, it's worth figuring out whether the moisture is actually coming from outside or if it's just condensation. The difference is huge: if the wall only gets wet in winter and the paint peels, it might be that warm, humid air from the room hits the cold wall and condenses. In that case, no interior insulation will fix it - what you really need is better ventilation, to dry out the room or raise the wall temperature.
Now, if you confirm it's moisture coming from outside (wall always wet, signs of water infiltration, etc), then insulation makes sense. Asphalt membrane is genuinely the cheapest and most practical, especially if you apply it behind the render. Polystyrene also adheres well to walls but it requires you to plaster over it afterwards, which adds to the work. As for that polyurethane spray, it works well for sealing small cracks and specific spots, but it's not the best solution for an entire wall - and the price per square meter gets quite a bit higher.
The ideal thing would really be to check where the water's coming from: feel the wall inside and out, see if the render is degraded, if there are clogged gutters or drainage problems around the house. Sometimes the problem sorts itself with something as simple as fixing the water tank or cleaning the surrounding area. If it's genuinely deep infiltration, asphalt membrane is the most cost-effective way to go.