You cannot take screenshots of profile pictures on WhatsApp. Also, you can send one time images to other people.
There are many other apps that don’t let other people take screenshots.
So, are your pictures/videos/audio on those apps safe?
Not really. Someone can always take pictures/videos/audio using another phone. There is no way to prevent this from happening.
So, if you want privacy, don’t share sensitive pictures or videos or audios.
