You need to change your Payment and collection address on here:
https://accountsettings.ebay.co.uk/uas/addresses

That won't affect your current listing though.   You will have to end it early via the dropdown menu next to the item on your selling page > End listing. 

Contact your bidder first and let them know so they can bid again if they want to.    To contact them click on where it says number of bids on your listing and you will see their ID on the next page.   Click on that and use the contact link on their info.