Solution: Two component glue.
Step 1: Material
Two component glue
Note: Glue is here already mixed up. Only about 1cm is needed.
Step 2: Do It
You can also see the bicycle pedal.
The problem was, that the screw on the bicycle pedal alway opened by itself. After ride the bicycle for a while, the screw was open.
I know there is a special like oil fixing screw or the like. But this did not helped that much.
WARNING: You should only use this method with the two component glue on parts of the bicycle which is not critical to damage something or somewhere which it can be VERY DANGEROUS if it breaks!