Set the value as a straight number, and use a format mask to display it as currency
$objPHPExcel->getActiveSheet()
->setCellValue('D'.$excel_row, $aGenericAmenity['price']);
$objPHPExcel->getActiveSheet()
->getStyle('D'.$excel_row)
->getNumberFormat()
->setFormatCode(PHPExcel_Style_NumberFormat::FORMAT_CURRENCY_EUR_SIMPLE);
There's plenty examples showing how to do this, and it's described in the documentation as well