X-frame-header is not configured to match SAMEORIGIN

PHP 7.3.9-1~deb10u1
nginx 1.10.3
Linux raspberrypi 4.19.66-v7+

My German Nextcloud warns me at https://nextcloud.mydomain.tld/settings/admin/overview:

The X-Frame Options HTTP header is not configured to match SAMEORIGIN. This is a potential security risk and it is recommended to change this setting.

(manually translated into English)

How can I fix this issue?