And if Easy Jet is late then you are pretty much stranded unless your SK ticket is fully flexible. In any case I would recommend the first train to Aarhus in such case. It is likely cheaper than flying and gets you straight from CPH airport into the town. It is also easy to buy the train ticket right in the terminal for the next departing trains (roughly every hour), so you do not have to worry about missing tickets due to delays.

(CPH is very conveninent for conenctions like yours but without checked bags)