I saw that in the initialization code I got from STM32 was incorrcet. I just copied and pasted the code. Only change I did was the refresh rate, but I did not see that it's initializing BANK2. My SDRAM bank is 1, so I wrote:
Command.CommandMode = FMC_SDRAM_CMD_CLK_ENABLE; /* Set MODE bits to "001" */
Command.CommandTarget = FMC_SDRAM_CMD_TARGET_BANK1; /* configure the Target Bank bits */
Command.AutoRefreshNumber = 1;
Command.ModeRegisterDefinition = 0;
HAL_SDRAM_SendCommand(&hsdram2, &Command, 0xfff);
and problem is solved.