It is, yes. I've met quite a few people named Luna, but it wouldn't make it to a top-500 of common Danish names, though.
In fact, I think it was the very famous children series,
Bamse og Kylling (Teddy and Chicken), which made the name popular. One of the characters in the series is named Luna. She's a good friend of both
Bamse and
Kylling. This talk wakes memories from when I was a child.
