Covalent bond because they are both non-metals
The type of bond that occurs between calcium and sulfur atoms is ionic.
covalent bond
Polar covalent bond between sulfur and oxygen
It's a chemical bond
Covalent bond
An ionic bond would occur between sulfur and barium.
Sulfur and oxygen will form polar covalent bond
The molecule SO2 refers to sulfur dioxide, which is composed of one sulfur atom (S) bonded to two oxygen atoms (O). The type of bond between the atoms can be described as a covalent bond. In a covalent bond, atoms share electrons to achieve a more stable electron configuration. In the case of SO2, the sulfur atom shares two electrons with each oxygen atom, resulting in a double bond between sulfur and each oxygen atom.
Magnesium and sulfur are much more likely than nitrogen and oxygen to form an ionic bond, because the difference in electronegativity between sulfur and magnesium is much greater than the difference in electronegativity between nitrogen and oxygen. Another way of phrasing the reason is that magnesium is a metal and sulfur a nonmetal, while nitrogen and oxygen are both nonmetals.
ionic
Sulfur can replace oxygen in some compounds, for example thiols. In this case, sulfur and hydrogen form covalent bonds (like ROH and RSH). Because sulfur is also like oxygen, it should also be expected for form weak, or Van Der Waals, types of interactions between molecules (look up hydrogen bonding).
If you take a look at the Periodic Table of Elements, you'll notice that sulfur is directly underneath oxygen. According to trends in the Periodic Table, one knows that the size of the atom of sulfur is larger than that of oxygen because there are more electrons in a higher energy level surrounding the nucleus. The bond between both hydrogen and oxygen and hydrogen and sulfur are covalent. That means that the lone electron around the hydrogen is equally shared between the hydrogen and the sulfur. Simply because sulfur is a larger atom, it will have a larger bond length between anything it bonds with than that if oxygen were to bond with that same atom.