Even the german version is still close to this origin, Donnerstag is literally just Thunder's Day.
Another fun fact, while the norse pantheon is generally considered to be, well, nordic, before Christianity came they were also revered further down south by the Germanic peoples, sometimes under different names though (Odin = Wotan for example).
When naming of the DOW, the Germans followed the analogies between the pagan gods as e.g. noted by Tacitus. Mars -> Tyr, Mercurius -> Wodan/Odin, Juppiter -> Donar/Thor and Venus -> Frija/Frigg.