I've found a solution here:
You have to edit your "%APPDATA%\Opera Software\Opera Stable\Preferences" file.
There you should insert:
"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.