No big deal. Not sure where you read that, but consider this...
When the NSA decided to build their Role Based Authentication Control (RBAC), they first attempted to build it on their own custom written operating system, and abandoned that attempt to focus on enhancing security of the Open Source GNU / Linux operating system / environment (SELinux). A good number of open source firewall implementations are based on SELinux and IPTables.
Just keep an eye out for specific ones you would be interested in and make sure they meet your needs.
Since you based your budget limit in Euros, I am pretty sure you aren't in the U.S. so I can't help you with specific hardware. Sorry, just not familiar with what is available on your side of the pond as it were...
Are you looking for a dedicated firewall only appliance, or are you looking for a router / firewall type device?
Very few home / small business networks utilize a dedicated firewall appliance. Typically you would use a broadband router, with, or without WiFi.
Almost everything available with TCP/IP is going to have some sort of support for SNMP. The vulnerability there is data disclosure, and first things first, you can typically disable SNMP, or at the very least, change the community string to something strong, like a strong password. Disabled is honestly best, but with SNMP enabled and a strong community string set, you have it available for monitoring the statistics about your various network hosts using a variety of SNMP tools.
UPNP is another story all together, while it is generally a BAD thing when exposed to the Internet, but if your router / firewall does allow for presenting UPNP only to your LAN, and not forwarding it through your WAN port, there really is not that big of an issue with it unless you have a malicious hacker within your LAN.
Honestly, your best bet IMHO would be a DD-WRT capable router with DD-WRT installed. You can lock it up good and tight, there is a huge security conscious community building and supporting this thing,
Give it an honest look, and check out the various config options from the DD-WRT demo interface. It is worth a good long look. Especially if you look up the security holes in Linksys, D-Link, etc... closed source routers and firewalls... I think within your budget range, that might be what it boils down to. At the moment, your budget of 150 euro, which at current exchange rates is a little under $113.00 USD, means you won't be buying anything top of the line. Again, that leaves you looking at a mid range DD-WRT router being your best / most secure option...