Step 1: Bond formation in DNA.
In a DNA strand, nucleotides are linked by phosphodiester bonds. This bond forms between the 3'-hydroxyl group of one nucleotide and the 5'-phosphate group of the next nucleotide, creating the sugar-phosphate backbone.
Step 2: Explanation of other bonds.
Hydrogen bond (Option B): Forms between complementary nitrogenous bases (e.g., A-T, G-C) in a double-stranded DNA, not within a single strand.
Glycosidic bond (Option C): Links the sugar and nitrogenous base within a nucleotide.
Covalent bond (Option D): A general term; phosphodiester bonds are a specific type of covalent bond. \[ \therefore \text{The correct answer is: Phosphodiester bond.} \]