As you haven't received it, you can still cancel.
You'll need to call customer service.
Numbers here Guide: Coronavirus Community Help and Support
Or 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 someone.
Say "Upgrade", "Lost/Stolen" or "Fraud" if you have to, to get put through to someone.
8.00am is the best time to call if you can.