I believe it is either a four wire or five wire O2 sensor.

You have two options. Simply strip the attached to the car and wire to sensor, then cover with heart shrink. Or try to find the plastic plug and wire that.

My friend did an O2 sensor change on his Acura using the same Bosch sensor that the Volvo one uses.

Hint, if you are going to go with the strip and heat shrink, I recommend heat shrinking little extensions to the existing wire, because each time you do this, you will need to remove the heat shrink and possibily cut and strip more wire.