Denmark is already a tax nightmare of the worst kind, so it doesn't surprise me at all to see proposals aimed at making it 'fairer' to tax crypto traders.
Basically, if you earn a lot in Denmark, you can pretty much expect to pay 60% of everything you earn to the state. That's what most people do. You can decide for yourself if it's worth living there and whether you can afford a good life in that tax hell.
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Disclaimer: Nothing I say should be taken as tax, legal or financial advice. Anything I say is for general informational purposes only. Always seek independent professional advice.
The taxing of unrealized gains will be common across much of the west within a decade (if the system survives until then).
As for leaving the EU.... I'm still trying hard to convince friends to leave the UK/EU....but it's sadly falling on deaf ears.... akin to the boiling frog analogy.