A large-scale police operation was triggered.
The death toll is the worst of any attack in Norway since Anders Behring Breivik's 2011 attack.
Several people were killed and others were injured by a man using a bow and arrows, police said.
"The opera was immediately stopped and the audience was asked to leave."
The plane was carrying a group of parachute jumpers.
The artist called the work "Take the Money and Run".
Footage shows the egg bouncing off the President's shoulder.
The tremor sent people fleeing out of homes, schools and public buildings across the island.
"It is an encouraging message and a clear mandate to make sure that we get a good, pragmatic government for Germany."