You can use the following syntax in DAX to convert a date to a YYYYMMDD format in Power BI:
Date_New = FORMAT('my_data'[Date], "YYYYMMDD")
The following example shows how to use this syntax in practice.
Example: Convert Date to YYYYMMDD Format in Power BI
Suppose we have the following table in Power BI named my_data that contains information about total sales made on various dates by some company:

Suppose we would like to convert the values in the Date column to a YYYYMMDD format.
To do so, click the Table tools tab, then click the icon called New column:

Then type the following formula into the formula bar:
Date_New = FORMAT('my_data'[Date], "YYYYMMDD")
This will create a new column named Date_New that shows each of the corresponding date values from the Date column represented as text values in the format YYYYMMDD:

For example:
- January 1, 2024 is shown as 20240101.
- January 5, 2024 is shown as 20240105.
- February 15, 2024 is shown as 20240215.
And so on.
Note: You can find the complete documentation for the FORMAT function in DAX here.
Additional Resources
The following tutorials explain how to perform other common tasks in Power BI:
Power BI: How to Convert Date to Text
Power BI: How to Convert Date to Month and Year
Power BI: How to Convert Date to Quarter and Year