He had intercourse with his wife when the muezzin was giving the call to Fajr prayer
Question

                I had intercourse with my wife at dawn in Ramadan, just before the adhaan and when the adhaan came, I was still in that situation with my wife, but I stopped before the muezzin finished giving the call to prayer. Do I have to do anything? As I thought that I could have intercourse with her before the muezzin finished the adhaan.
Praise be to Allah.
    Firstly: 

    If the muezzin gives the call to prayer as dawn is breaking, 
    then it is obligatory to refrain from things that break the fast from the 
    break of dawn until the sun sets. So once the muezzin says Allaahu akbar, 
    you have to refrain from eating, drinking, having intercourse and everything 
    that breaks the fast. 

    Al-Nawawi (may Allah have mercy on him) said: If dawn breaks 
    and a person has food in his mouth, he should spit it out, and if he spits 
    it out then his fast is valid, but if he swallows it then he has broken the 
    fast. If dawn breaks and he is having intercourse but he stops immediately, 
    his fast is valid. But if dawn breaks and he is having intercourse and he 
    knows that dawn has broken, but he continues having intercourse, then his 
    fast is invalidated. No difference of opinion concerning that is known among 
    the scholars. And he has to offer expiation for that according to our view. 
    End quote from al-Majmoo’ (6/329). 

    He also said (6/333): We stated that if dawn breaks and a 
    person has food in his mouth, then he should spit it out and complete his 
    fast, but if he swallows it after he knows that dawn has come, his fast is 
    invalid. There is no difference of opinion concerning this, and the evidence 
    for it is the hadeeth of Ibn ‘Umar and ‘Aa’ishah (may Allah be pleased with 
    them) according to which the Messenger of Allah (blessings and peace of 
    Allah be upon him) said: “Bilaal gives the adhaan at night, so eat and drink 
    until Ibn ‘Umm Maktoom gives the adhaan.” Narrated by al-Bukhaari and 
    Muslim. In al-Saheeh there are many similar hadeeths. End quote. 

    Based on that, if the muezzin in your neighbourhood gives the 
    call to prayer when dawn breaks, then you have to stop having intercourse as 
    soon as you hear the first takbeer of his adhaan. 

    If you know that the muezzin gives the call to prayer before 
    dawn breaks or you are not sure whether he gives the call before dawn breaks 
    or after, then you do not have to do anything further, because Allah has 
    permitted us to eat and drink and have intercourse until the dawn comes. 
    Allah says (interpretation of the meaning): “So now have sexual relations 
    with them and seek that which Allaah has ordained for you (offspring), and 
    eat and drink until the white thread (light) of dawn appears to you distinct 
    from the black thread (darkness of night)” [al-Baqarah 2:187]. 

    The scholars of the Standing Committee for Issuing Fatwas 
    were asked: What is the ruling on one who completes his sahoor and drinks 
    water at the time of the adhaan or one quarter of an hour after the adhaan 
    of Fajr? 

    They replied: If the person mentioned in the question knows 
    that this is before dawn appears, then he does not have to make up the fast, 
    but if he knows that it is after dawn appears, then he does have to make up 
    the fast. 

    But if he does not know whether his eating or drinking came 
    after dawn appeared or before, then he does not have to make up the fast, 
    because the basic principle is that it is still night. But the believer 
    should be careful about his fast and should refrain from things that break 
    the fast when he hears the call to prayer, unless he knows that this call 
    comes before dawn. End quote. 

    Fataawa Islamiyyah, 2/240 

    Secondly: 

    If you were unaware of this ruling and you thought that 
    abstaining was only required after the end of the adhaan, then you do not 
    have to offer any expiation, but you should make up that fast in order to be 
    on the safe side, as well as repenting and seeking forgiveness for your 
    falling short in learning what is required of you in your religion. 

    See also the answer to question number
    93866 and
    37679. 

    And Allah knows best.