Are there other employees in receipt of similar options? I only ask because it would make sense for you to act collaboratively in that case, possibly up to and including sharing the cost of professional advice if it is deemed necessary.
It's typical for tech start-ups to do successive rounds of fundraising via equity; if so, your employers should be able to advise you of what the last such round effectively valued the company at. If that wasn't very long ago and / or not much has changed in the meantime, then that gives you a reasonable ballpark for tax purposes. It should also inform you as to how much of a risk the 30k investment is.
So if, say, it would have cost you €100k in the last round of fundraising to get the same amount of equity that your options represent, then you could say that you are getting €100k worth of equity for €58k (€30k + [100k - 30k] @ 40%). It's still a risky investment, but at least you can get some sense of the value it represents.