Tip: in many cases it might be less expensive and/or you might get better exchange rates by sending through a specialised intermediary like TransferWise - instead of having the outgoing (Danish) bank convert the funds before sending out as EUR (note: bunq does, as far as I know, NOT accept incoming transfers in other currencies, but will reject them).
Also, in some countries (especially SEPA countries that do not have EUR as national currency) banks do charge high fees for SEPA transfers (which they still can freely chose to, i.e. making them multiple times as expensive as domestic payments in their currencies).