An AppleID cannot be changed, but it can be disabled from being used with Apple Services. And you can set up a different one.
But first thing to do, if you have not done so already, is to change the password of your AppleID at iforgot.apple.com
Have you already contacted your bank and cancelled your credit card and asked for a replacement card? And told your local authorities about the theft?
Talk to Apple's Account security team. They can disable your current AppleID and credit card for all Apple services and for further purchases, so nobody can go shopping with your credentials or access your data in iCloud.
To contact the security team:
See this webpage on how to contact Apple Support in your country: There are either telephone numbers given or an email form:
Explain, that you need help with an account security problem.
You can also try to email the iTunes Support using this form:https://ssl.apple.com/emea/support/itunes/contact.html