When I turn my iPhone, the conversation ends. How come?

Since a few days a lock is shown on my iPhone 5s, right next to the Bluetooth sign.

I know that means that I can not see my pictures and other things horizontal anymore.

But I don't know how it comes that the setting turned on as I did not do that on purpose.

How can I turn that off again?

Another annoying thing that comes with this setting is that everytime when I am in a conversation and I turn my iPhone, the phone call ends.

Is this normal?