Picture of "scenery" appears on iPhone 6 lock screen
This is from the wallpaper you have set.

iOS hasn't added this — it's been added by wherever the photo came from. For example, a screenshot of a photo from Snapchat may have a filter on the bottom, then because you took a screenshot rather than using the original photo, something may be added to the bottom.

The scenery isn't moving independently; the whole image moves with perspective as you move the phone around. It's more noticeable on the edges as this is where the image moves the furthest, and you have a reference (the edge of the display) to compare as the picture moves.

Change your wallpaper to something else, perhaps to the original photo if the author can provide it to you without the edits.