Al Jazerra are reporting it now as attack on the embassy. Cannot link the TV news programme
Also here
"Danish police announced on Wednesday, October 2, that they were investigating two explosions near Israel's embassy on the northern outskirts of Copenhagen. No injuries were reported, and authorities said it was too early to determine the size of the blasts. Israel's embassy expressed shock in a Facebook post but stated their confidence in the Danish police's ability to handle the situation. The area around the embassy was cordoned off, with armed Danish military personnel guarding the scene. Investigators in protective suits were seen collecting evidence. The explosions occurred amidst rising tensions in the Middle East, where Iran launched a large missile strike on Israel, and Israel, engaged in conflict with Hezbollah in Lebanon, vowed retaliation, raising concerns of an expanded conflict. A Jewish school near the embassy remained closed due to its proximity to the scene, according to a representative of the Jewish Community in Denmark. Several other embassies and consulates are also located in the area." Pretty much assumed it was against Israel and not anyone else.