I could find a solution to the issue by myself.
At first I disabled all plugins to see if this was caused by one of them and the issue was still there. Then I checked the original Graphene theme and still the same result so I checked it on another theme (Twenty Ten) and the issue didn’t occur there, so I knew it was a theme related issue. I did a quick google search for Graphene including the problem I had and stumbled across a topic with the solution of the theme author.
https://forum.graphene-theme.com/graphene-support/no-header-at-not-found-page
The global variable “$post” wasn’t set.