Magnetic phase diagram of Ca-substituted <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>Eu</mml:mi><mml:msub><mml:mi>Fe</mml:mi><mml:mn>2</mml:mn></mml:msub><mml:msub><mml:mi>As</mml:mi><mml:mn>2</mml:mn></mml:msub></mml:mrow></mml:math>

The simultaneous presence of an Fe-related spin-density wave and the antiferromagnetic order of ${\mathrm{Eu}}^{2+}$ moments ranks ${\mathrm{EuFe}}_{2}{\mathrm{As}}_{2}$ among the most interesting parent compounds of iron-based pnictide superconductors. Here we explore the consequences of the dilution of ${\mathrm{Eu}}^{2+}$ magnetic lattice through on-site Ca substitution. By employing macro- and microscopic techniques, including electrical transport and magnetometry, as well as muon-spin spectroscopy, we study the evolution of Eu magnetic order in both the weak and strong dilution regimes, achieved for Ca concentration $x(\mathrm{Ca})=0.12$ and 0.43, respectively. We demonstrate the localized character of the Eu antiferromagnetism mediated via RKKY interactions, in contrast with the largely itinerant nature of Fe magnetic interactions. Our results suggest a weak coupling between the Fe and Eu magnetic sublattices and a rapid decrease of the Eu magnetic interaction strength upon Ca substitution. The latter is confirmed both by the depression of the ordering temperature of the ${\mathrm{Eu}}^{2+}$ moments ${T}_{\mathrm{N}}$, and the decrease of magnetic volume fraction with increasing $x(\mathrm{Ca})$. We establish that, similarly to the ${\mathrm{EuFe}}_{2}{\mathrm{As}}_{2}$ parent compound, the investigated Ca-doped compounds have a twinned structure and undergo a permanent detwinning upon applying an external magnetic field.