How to form covariance matrix of this?

I have a complex matrix as:

S =

   0.6661 - 0.7458i   0.4210 - 0.9071i   1.0000 + 0.0000i
  -0.9127 + 0.4086i  -0.8429 + 0.5381i   1.0000 + 0.0000i
   1.0000 + 0.0000i   1.0000 + 0.0000i   1.0000 + 0.0000i
  -0.9127 - 0.4086i  -0.8429 - 0.5381i   1.0000 - 0.0000i
   0.6661 + 0.7458i   0.4210 + 0.9071i   1.0000 - 0.0000i
   

What can we comment on the form of the three columns vectors? Further how can we form its covariance matrix?