Cash exchange ((Copenhagen)

Hello everyone!
What are the best options to change cash money In Copenhagen?
I've done some research, and seems like the best option is changing foreign money at ATMs, but the case is that unfortunately I don't possess a credit card yet. As far as I understood, I can do that at Forex Bank at Hovedbanegården for instance, but the currency kinda scared me off, as I'm losing about 1/12 of the amount after the change.
Are there any other options?

I hope that you'll soon have a credit card (visa/dankort?) as this is the most used kind of payment today. MobilePay is also much used, but cash no.

I am afraid that all exchange bureaus will take their part. In the meantime, I would talk to the four? exchange bureaus at Hovedbanegården to see if one of them should be better than the others and then do the same with a couple of banks.

/Nellie