Arduino with HC-05 Bluetooth Module | No data will be transmitted
The TX signal coming from either the Arduino or HC-05 should be
connected to the RX of the other as I understand it, because both are
labeled from the perspective of their respective chips

Like @timemage already said, I connected TX with TX and RX with RX but this is wrong. The solution was to plug TX (Arduino) with RX (HC-05) and RX (Arduino) with TX (HC-05).
Thank you for your help. :)