Hi Christoph,
Not trying to shamelessly plug a product here, but the company I work for (MadeSolid) makes a filament called PET+ that will self-extinguish once a fire source is removed. I'm not sure if you're looking for something more flame retardant than that as I am not familiar with the UL94 V-0 standard, but it may be worth checking out.
Here's a video of a burn test with PLA and ABS being used for comparison:
https://www.youtube.com/watch?v=qpFZEl-cXv4#t=97
Again, not trying to shamelessly advertise our product here, but I thought the material might fit your need.
Feel free to get in touch if you have any questions!
-Will