Just checked Flights (Europe), as suspected a nightmare.
Compared to Las Vegas it’s 33,29 % more expensive.
Compared to Orlando it’s 102,72 % more expensive.
Hotel costs approx the same.
Oh, btw, compared to Cancun it’s 39,09 % more expensive 
Sorry … but Denver is a bad Choice. There is (a very big) world outside the US !
I think you can fly to Vegas, stay there two nights and fly to Denver with local airline and still be cheaper than direct flight.
I compared the cheap flights, no direct ones 
With nonstop flights, It will get worse for Denver.
The Las Vegas option is a bit better, but not that much.
What airlines are you looking at? I’m seeing flights for you in the $800-$900 range via Google Flights vs. $700-$800 to Las Vegas. If you can get a flight to another city for less as Christian suggested, take a look at Southwest Airlines, their rates are very affordable to Denver. However, I’d wait a bit or call the airlines, more (and less expensive) international flight options should open up soon. I also recommend playing around with your dates. The lowest in-and-out combinations tend to include outbound flights on Sunday, Tuesday, Wednesday, or Thursday with the return flights on Sunday, Monday, Wednesday, or Thursday.
You search economy flights, i compare business flights. You in $, i in % 
And i always play with the days (a lot).
The Southwest is a good tip for the local flights, looks like approx. $350 from Las Vegas.
If you can be flexible by a day or two with your dates:

You can probably get to London Gatwick for <£50.
That’s an insane price for a return ticket!
There is Economy, Premium and Business (and sometimes First).
Yes, a Premium is cheaper than a Business, but i do not compare Premium prices with Business.
Lufthansa Frankfurt to Denver in Business class from 20.4. to 30.4. would be 3500 Euro round trip.
I hope to get that by using my collected miles 