In the first scene of the movie Avengers Age of Ultron ,when Tony Stark is about to get the Loki's stick ,some robot's bodys appear ,Ultron's body with an "Ant look" becuase in the cómics Ultron was created by Tony Stark and also Hank Pym (Ant Man) .
So Hank Pym could be a scientist who works for Von Strucker (HYDRA) and he wanted to create Ultron ,but they need Tony Stark ,thats why Scarlet Witch manipulated Stark to take the stick (The Mind Stone) and create Ultron. "And that was the Pym's plan to finish Ultron ". When Tony created the Ultron's hardware with the Mind Stone ,Ultron went to Sokovia, where his original body was .
Maybe "Ant Man " will start with an "after battle vs. Ultron scene", becuase Hank Pym acttualy helped to create Ultron