Crown Princess Mary is wearing one of my favourite tiaras here. The Ruby Parure Tiara. This tiara belonged to Crown Prince Frederik’s grandmother, Queen Ingrid. The set has a necklace, earrings, brooch and a ring. (Source) It has a long and interesting history with the Danish Royal Family - You can read more about that here.:
Queen Ingrid of Denmark (1910-2000) Queen Ingrid wearing the Ruby Parure Tiara along with matching earrings, necklace and broach which she willed to her grandson Crown Prince Frederick who has since given it to his wife Crown Prince Mary.
Royal Portrait - Danish Royal Family - Queen Margrethe II, Crown Prince Frederik and Prince Christian