Are you not in possession of a credit card you can change Euros to Danish Kroner at the Global Exchange Denmark branches in the airport.
You can exchange your currency with Global Exchange Denmark in any of the two branches available.
One is located in the departures lounge (1st floor) and another one is in the baggage claim area. Both of these are open 24/7.
Global Exchange puts at your disposal over 20 currencies, such as Australian dollars, Bulgarian levs, Canadian dollars, American dollars or Swiss francs, among others.
For further information on Global Exchange Denmark, check their website at: https://www.globalexchange.dk/