I regulary had some issues text formatting links in Jira. For example: striking-through an http link because it’s not relevant anymore wouldn’t work.
Today I found this syntax:
[http://phabricator.sixt.de/D15016] examples: -[http://phabricator.sixt.de/D15016]- _[http://phabricator.sixt.de/D15016]_ etc.
This will allow you to add all text formatting effects mentioned on text formatting in atlassian jira page.