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Found the solution:

    public class StampsProductTemplate : Dynamicweb.eCommerce.Products.ProductTemplateExtender
    {
        public override void ExtendTemplate(Dynamicweb.Templatev2.Template Template)
        {
            if (HttpContext.Current.Cache["eurorate"] == null)
            {
                HttpContext.Current.Cache.Insert("eurorate", NationalBanken.GetCurrencyRate("EUR"), null, DateTime.Now.AddMinutes(2), TimeSpan.Zero);
            }
            double priceineuroWithoutVAT = Math.Round(this.Product.Price.PriceWithoutVAT / Base.ChkDouble(HttpContext.Current.Cache["eurorate"]), 2);
            double priceineuro = Math.Round(this.Product.Price.Price / Base.ChkDouble(HttpContext.Current.Cache["eurorate"]), 2);

            string sPriceInEuroWithoutVAT = priceineuroWithoutVAT.ToString();
            if (sPriceInEuroWithoutVAT.IndexOf(",") == (sPriceInEuroWithoutVAT.Length - 2)) { sPriceInEuroWithoutVAT += "0"; }

            string sPriceInEuro = priceineuro.ToString();
            if (sPriceInEuro.IndexOf(",") == (sPriceInEuro.Length - 2)) { sPriceInEuro += "0"; }

            Template.SetTag("Ecom:Product.EuroRate", Base.ChkDouble(HttpContext.Current.Cache["eurorate"]).ToString());

            if (Base.ChkDouble(HttpContext.Current.Cache["eurorate"]) != 0)
            {
                Template.SetTag("Ecom:Product.Price.EuroWithoutVAT", "€" + sPriceInEuroWithoutVAT);
                Template.SetTag("Ecom:Product.Price.Euro", "€" + sPriceInEuro);
            }
            else
            {
                Template.SetTag("Ecom:Product.Price.EuroWithoutVAT", "");
                Template.SetTag("Ecom:Product.Price.Euro", "");
            }

            base.ExtendTemplate(Template);
        }
    }

    public class NationalBanken
    {
        public static double GetCurrencyRate(string countrycode)
        {
            System.Net.WebRequest myRequest = System.Net.WebRequest.Create("http://www.nationalbanken.dk/dndk/valuta.nsf/valuta.xml");
            System.Net.WebResponse myResponse = myRequest.GetResponse();
            System.IO.Stream rssStream = myResponse.GetResponseStream();
            System.Xml.XmlDocument rssDoc = new System.Xml.XmlDocument();
            rssDoc.Load(rssStream);

            //"exchangerates/dailyrates/currency"
            System.Xml.XmlNodeList rssItems = rssDoc.SelectNodes("exchangerates/dailyrates/currency");

            //"exchangerates/dailyrates"
            System.Xml.XmlNodeList rssHead = rssDoc.SelectNodes("exchangerates/dailyrates");
            DateTime dt = new DateTime();
            dt = DateTime.Now;

            //i.e. country codes: USD, GBP, SEK, NOK, EUR, JPY, CHF
            for (int i = 0; i < rssItems.Count; i++)
            {
                if(rssItems.Item(i).Attributes["code"].InnerText.Equals(countrycode))
                {
                    double value = Base.ChkDouble(rssItems.Item(i).Attributes["rate"].InnerText) / 100;
                    return value;
                }
            }

            return 0d;
        }
    }