Are you obliged in this situation to change the lane if you continue driving?

In the photo you are driving in the right lane of a street in a town; on the roadway in front of you there is lane-change arrow P-9 pointing to the left, and further on your lane ends with a bus bay. If you continue driving, you must change to the left lane. The answer is: yes.

The Regulation on road signs and signals states that marking P-9 "lane-change arrow" means an order to move into the next lane shown by the arrow; the only people it does not apply to are those for whom the further section of the lane is intended, for example buses entering the bay. You change lanes with particular caution: you switch on your left indicator, check the mirror and the blind spot, and give way to vehicles travelling in the left lane.

Legal basis: § 87 para. 3 of the Regulation on road signs and signals; Art. 22 para. 1 and 4 of the Road Traffic Act (Prawo o ruchu drogowym)