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The princess is the fourth child of prince Joachim (full name Joachim Holger Waldemar Christian), the second for his wife princess Marie (full name Marie Agathe Odile). She was born in January, but it is royal Danish tradition not to reveal the name until the christening, which was today. The little princess has three older brothers, and the full sibset is:

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Nikolai William Alexander Frederik
Felix Henrik Valdemar Christian
Henrik Carl Joachim Alain
Athena Marguerite Françoise Marie

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Nikolai and Felix are Joachim's children with his ex-wife Alexandra.