Do I need unl. bootloader to root?

Hi,

I'm using Samsung S6 with stock software and would like to root it using CF-Auto-root. My question is whether I need to unlock bootloader first or is it safe to flash image from CF-Auto-root site by ODIN?

I don't care about knox. I'm O.K. with tripping it. Just don't want to brick the phone.

Baseband G920FXXU3DPDP,
Build number MMB29K.G920FXXU3DPDP
Kernel version - 3.10.61-7884513, dpi@SWDD6508#1
security patch 01 may 2016

Any help appreciated.

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