As the Comicbook guys point out to us, actually Wanda Maximoff, the character played in the Marvel Cinematic Universe Elizabeth Olsen has never been called Scarlet Witch.
As you know, the first time we saw Scarlet Witch in action as an Avenger is in Avegers: Age of Ultron. If you remember, on that occasion she was a "villain". Together with his brother he wanted to avenge the death of his family and he had it with Tony Stark. Consequently, she and Quicksilver, together with Ultron, joined forces but then found themselves (the boys), on the other side of the barricade, on the side of those who wanted to fight.
Unfortunately Quicksilver in Marvel Cinematic Universe took it away soon, and only Wanda remained. Scarlet Witch . She and her extraordinary powers … But how come everyone refers to her as Wanda and not like Scarlet Witch? In truth also Falcon is always called simply Sam but, since they too are heroes and that Cap or the Doctor Strange are called (at least once ), with their nickname it seems strange that Wanda has not yet been called by her heroine name
It could happen in Avengers 4 or in the series that the Disney has decided to dedicate them, who knows? Synopsis of Avengers: Infinity War: "In Marvel's Avengers: Infinity War while the Avengers continue to protect the world from threats too big to be managed by a single hero, a new threat emerges from the cosmic shadows: Thanos , a despot of intergalactic infamy, his goal is to collect all the six Infinite Gems, artifacts of unimaginable power, and use them to inflict his twisted will throughout the universe All the battles that the Avengers have fought have brought to this: the fate of the Earth and of existence itself has never been so uncertain. "