How do I get boxes around my links?

Question

I'm trying to add boxes around my links like in Box around reference and citation but I don't get the boxes only the number.

\documentclass[a4paper,UKenglish]{article}
\usepackage{graphicx}
%
\usepackage[utf8]{inputenc}
\usepackage{amsmath,amssymb,amsthm}
\newtheorem{theorem}{theorem}
\usepackage{comment}
\usepackage{caption}
 \usepackage{subcaption}
\renewcommand{\thesubfigure}{\roman{subfigure}}
\usepackage[ruled,vlined,algo2e]{algorithm2e}
 \usepackage[utf8]{inputenc}
\usepackage{xcolor}
 \usepackage{hyperref}
\hypersetup{backref=true,

    pagebackref=true,

    hyperindex=true,

    colorlinks=false,

    breaklinks=true,

    urlcolor= black,

    linkcolor= blue,

    bookmarks=true,

    bookmarksopen=false,
    filecolor=black,
    citecolor=blue,
    linkbordercolor={1 0 0}
}
 \AtBeginDocument{\hypersetup{pdfborder={0 0 1}}}% <-----------
\begin{document}
\begin{theorem}\label{lemma1}
adfsdfadf
\end{theorem}
\ref{lemma1}
    \end{document}