Error converting data type nvarchar to float. Oracle Linked Server
It is in fact a configuration issue in the Oracle Client



Set NLS_LANG to AMERICAN_AMERICA.WE8MSWIN1252 and no more conversion error.

UPDATE

Why? Because 0.6 in French would be read as a character value whereas in English it remains numeric.  0,6 in French is 0.6 in English. 

Defining NLS_LANG as American means that 0.6 stays numeric thus allowing the cast as float to occur without error. 

Restart required.