“Access denied for user” error when creating a procedure

Question

When I request my database server (MySQL), with "show grants for current_user"

I notice that I have the grant to execute procedure:

SELECT, INSERT, UPDATE, DELETE, CREATE, DROP, INDEX, ALTER, LOCK TABLES, EXECUTE 

But when I execute a sql file that contains those instructions :

DROP FUNCTION IF EXISTS 
DROP FUNCTION IF EXISTS 
DROP PROCEDURE IF EXISTS
CREATE FUNCTION 
CREATE PROCEDURE
DECLARE
CALL

I have this error :

ERROR 1044 (42000) at line 16: Access denied for user

The line 16 contains : CREATE FUNCTION function_name( .. )

Should I have other grants ?