Oracle 21c

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ALTER SESSION SET NLS_DATE_FORMAT = 'YYYY-MM-DD';
BEGIN
  EXECUTE IMMEDIATE q'[ALTER SESSION SET NLS_DATE_FORMAT = 'YYYY-MM-DD';]';
END;
/
ORA-00922: missing or invalid option
ORA-06512: at line 2

BEGIN
  EXECUTE IMMEDIATE q'[ALTER SESSION SET NLS_DATE_FORMAT = 'YYYY-MM-DD']';
END;
/
1 rows affected