Leda, wife of King Tyndaeus of Sparta, is raped by the god Zeus in the form of a swan. Two nymphs hold eggs, symbolising the conception of Leda's children Helen of Troy, Clytemnestra, and Castor and Pollux. This pagan myth remained popular in early Christian Egypt for memorials to fertile married women.
Here is information on the sculpture on the museum website: https://www.ashmolean.org/collections-online#/item/ash-object-451086
by Lettered_Olive