It should be on it's way but royal mail have been inundated over the festive period.
If you want to call O2....
Numbers here Guide: Coronavirus Community Help and Support
Advice from an O2 Guru regarding a way to get through:
If you call 202, when it comes to the reason you are calling stay silent for 15 seconds and you will be taken to the keypad options.
Press 2 for Everything Else
Press 5 for More Options
Press 7 for Anything Else which will put you though to an advisor.
Press Upgrade, Lost/Stolen or Fraud if you have to.
Veritas Numquam Perit