According to the DJI user manual:
DO NOT calibrate the compass in locations where magnetic interference may occur, such as close to magnetite deposits or large metallic structures such as parking structures, steel reinforced basements, bridges, cars, or scaffolding. Avoid calibrating near cell towers.
Do NOT carry objects (such as cell phones) that contain ferromagnetic materials near the aircraft during calibration.
Choose an open area to carry out the following procedure:
2. Launch DJI GO 4, or DJI Pilot.
3. Tap the System Status bar and select Calibrate, and follow the on-screen instructions.
4. Empty pockets of phone, keys, or other metal objects.
5. Hold the aircraft horizontally and rotate it 360- degrees. The Aircraft Status Indicator will turn solid green.
6. Hold the aircraft vertically, with it's nose pointing downward, and rotate it 360 degrees around a vertical axis.
7. If the aircraft status indicator blinks red, the calibration has failed. Change your location and try the calibration procedure again.
Calibration Orientation images:
DJI M200 Series Compass Calibration without Android/iOS Tablet