My Beocenter 9500 shows the word CODE on the display. Nothing else is working. No lights come on either.

This happened when the mains came back on after the power was interrupted by the electricity company.

In the "Fault finding" section of this website it mentions that possibly the lithium battery should be replaced, but does in that case everything is death?

I am afraid that there might have been an overvoltage on the mains when the power came back on. It might have been a coincidence. (I hope)

Thanks for any sugestion or help

Probably the lithium battery. There is a FAQ on this subject that describes what to do after the battery has been replaced.

http://www.beoworld.org/faq_view.asp?id=76