Penguins can lay 1 or 2 eggs a year, usually one. They obviously had to get it from another penguin. However, if it was just laid, maybe it was one that no other male had claimed yet.
"The male penguins guard the eggs and keep them warm. For 65 days, each bird incubates an egg. He cradles it on top of his feet, covering it with a pouch of skin. Their mid-winter vigil will end around August as the sun peeks over the horizon.
By the time the female returns, sleek and full of food, the male may have lost 45% of his body weight. Ravenously hungry, he leaves to feed at sea."http://earthsky.org/earth/male-penguin-eggs