I've had this issue for a while and I thought it was just a bug in the Bunq mobile app.
But after reinstalling my phone and only having Chrome installed, I realised that it does work from chrome. For example the confirmation link I get from a text, I opened it in Opera GX(mobile) and it says unknown protocol. Then I opened it in chrome (mobile) and it does work.
Not sure if it's something that the devs need to set-up or if it's an issue in Opera GX. Just wanted to make devs/people aware of it. Or possibly it's something that can be fixed in settings.
Cheers!
