How do we know that ammonites are a kind of cephalopod rather than another type of mollusc?
It really is mostly the siphuncle as @augurar mentioned. The siphuncle is present in modern ammonites, cuttlefish, and Spirula(a deep-sea squid with an internal chambered shell). It links shelled cephalopods neatly with other cephalopods(both extant and extinct) and distinguishes them from other shelled things like snails.