Hello Klaus,
I think you are talking about repository roles because you want to use GRANT_ACTIVATED_ROLE, right?
Repository roles cannot be granted with the GRANT statement to users. Therefore it is also not possible to use the option "WITH ADMIN OPTION" which would allow the user to which the role was granted to grant the role to further users.
For repository roles procedure GRANT_ACTIVATED_ROLE has to be used. So the users need the EXECUTE privilege for that procedure.
For more information you can have a look to http://help.sap.com/hana/SAP_HANA_Security_Guide_en.pdf, chapter 8.7.2.
Best Regards,
Florian