ペン持ってる? pen motteru? We tend to omit "wo" when you are talking to your close friend.
Politer version is; ペンを持っていますか?pen wo motte imasuka?
But if you ask it very politely, you should say like 何か書くものをお持ちですか? nanika kakumono wo omochi desuka? meaning, Have you got something to write with?