elrhiarhodan

Apparently there was a comic prelude? (http://marvelcinematicuniverse.wikia.com/wiki/Avengers:_Age_of_Ultron_Prelude_-_This_Scepter%27d_Isle) It takes place in the time between Winter Soldier and Ultron.

With the Battle of New York concluded, the Chitauri Scepter that was used by the Asgardian war criminal Loki is given to S.H.I.E.L.D. scientists Nicholas Cooper and Mark Smith for study. Smith, who abhors his scientific position, is approached by secret HYDRA leader Wolfgang von Strucker to join HYDRA, which is working within S.H.I.E.L.D. Accepting Strucker's offer, Smith steals the scepter and kills Cooper, bringing it to Strucker's facility in Sokovia, a European country embroiled in constant conflict.