The MSDN Documentation seems to miss one thing though, I had to set the content type manually, but otherwise, it works like a charm 🙂
MailMessage msg = new MailMessage(username, nu.email, subject, body);
msg.BodyEncoding = Encoding.UTF8;
msg.SubjectEncoding = Encoding.UTF8;
AlternateView htmlView = AlternateView.CreateAlternateViewFromString(htmlContent);
htmlView.ContentType = new System.Net.Mime.ContentType("text/html");
msg.AlternateViews.Add(htmlView);