hi,
Yes, really Copenhagen is one of the expensive cities in the world, everthing is 40% more.but it is cheaper to buy tax-free goods in Copenhagen airport.
Most banks in Copenhagen do the currency exchange service during normal banking hours and bureaux de change works outside these times. I know pretty much sure that the bank in
Copenhagen Central Station is open after hours and it is open for money exchange from 8am to 8pm every day.
There are 24-hour cash exchange machines available in Copenhagen, Some banks provide these services for travellers to make the money exchange easy. Currently the exchange machines are available at Central Station; Jyske Bank, Vesterbrogade 5; Den Danske Bank, Vesterbrogade 9 and three branches of Unibank at Axelborg Plads.
Hope this will help you to plan your trip!