If you get a text message when your phone screen is locked, can you read it without unlocking your phone? If so, you may need to change your privacy settings so that "sensitive" notification content is hidden. Otherwise, thieves who have your phone and your bank cards will be able to see the access code that your bank texts to you to get into your account.
E.g. See this story: www.google.com/amp/s/www.bbc.co.uk/news/uk-england-london-62809151.amp
I've attached a photo of the setting on my Moto Android phone, but it may be called something different on yours.