If you had back ups enabled in whatsapp settings you can download all your chats to another phone when you log in to whatsapp again.
More importantly, have you reported your loss to o2?
http://www.o2.co.uk/help/phones-sims-and-devices/lost-or-stolen-device
I have no affiliation whatsoever with O2 or any subsidiary companies. Comments posted are entirely of my own opinion. This is not Customer Service so we are unable to help with account specific issues.
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