Satan flee and should be used only in prayer or with the utmost respect. There is also an indulgence attached to the invocation of the Holy Name.
The liturgy both before and after Vatican II insists that we bow every time the name of Jesus is mentioned and of course to use the name as a swear word is a grave sin - sacralige. I recently read that traditionally Catholiics would pray, "Blessed be the name of The Lord" when they heard this name being use blasphemously - this would be a great custom to restore.
May we grow in love for Christ and His Holy Name daily.