The problem maker was selinux. As I usually use ubuntu and not centos I haven't made much experience with this NSA-driven security system.
How did I get to it?
After I realized that the name was the problem I made a grep on /etc
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grep -R /etc 2>/dev/null
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selinux/targeted/modules/active/file_contexts:/usr/sbin/openvpn -- system_u:object_r:openvpn_exec_t:s0
https://ask.fedoraproject.org/en/questi ... onnection/
And so I found the solution:
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setenforce 0
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/etc/init.d/openvpn start
Thank you very, very much for your support. It helped me a lot to know that I wasn't alone. It prevented me from going insane.
Cheers,
Alex