Phone Unlocked

Sorry no. Only the carrier whom that iPhone is locked to (AT&T) can unlock it, if you're eligible.

See this support article about that:--> How to unlock your iPhone for use with a different carrier - Apple Support

If you can't do that, I suggest that you return it to eBay and ask for a refund.

Regards

Giulio

Apple can’t remove a network’s SIM lock. If AT&T has applied the lock you need to get AT&T to unlock.

Your comment that it came via EBay is a familiar pattern from the past, where network customers would get a new phone upgrade and immediately sell it on EBay or Craigslist. The networks quite reasonably regard this as dishonest and may refuse to unlock such devices. Hopefully you have purchase protection through EBay if you decide to reject the unusable device.

Branta_uk is correct. But it’s also possible that it is a new “gray market” phone that someone bought in the US locked to AT&T, then resold it in your country. The carrier lock problem and solution are the same, however.