I've found a solution here:
http://superuser.com/questions/726337/is-there-a-way-to-disable-ctrlbackspace-behavior-in-opera-21-0-1432-0

You have to edit your "%APPDATA%\Opera Software\Opera Stable\Preferences" file.
There you should insert:

"Keybindings": {
"Basic": {
"ParentDirectory": [ "Ctrl+Shift+Backspace" ]
}
},

after the first curly bracket (literally into line 2).

It will override the default key binding (Ctrl+Backspace) and won't bother you.

If you have "Preferences.bad" file created in the directory next to original "Preferences" - something is not valid in the edited file and it falls back to the original version, saving the non-working one.

PS. Looks like it was a planned change:

DNA-9014 Going to parent directory with Ctrl+BS should work (http://blogs.opera.com/desktop/changelog21/)

Although for me it's totally inconvenient.