The Group A tie started brightly as Denmark's Nicolaj Thomsen presented Pione Sisto with the game's first decent chance on the edge of the box, but the youngster's hesitation in front of goal kept the game goalless inside the first 10 minutes.
The Germans doubled their lead a couple of minutes after the restart when Volland's left-footed free kick from 35 yards out left the Danish goalkeeper helpless.
Denmark conceded their third goal shortly after, as Amin Younes easily got to the byline to whip in a cross for Ginter to head home and put the game beyond reasonable doubt.
Horst Hrubesch's side continued to pressure the Danish defence but they were foiled by Busk, who managed to produced a string of acrobatic saves.
The young German squad held out and secured their clean sheet, while the victory puts them top of Group A.