Peal and de-vein shrimp, saving the shells. Set shrimp aside in a bowl and put it in refrigerator. Put the shrimp shells in a pan with the water. Bring to a boil and simmer for 15 minutes.

Heat oil in a heavy pan. Add onions and cook on a low heat until softened, 8-10 mins. Add the celery and green pepper and cook for 5 more mins. Stir in parsley, garlic, Worcestershire sauce, salt and cayenne. Cook for another 5 minutes.

Increase heat to medium, stir in wine and simmer for 3 to 4 minutes. Add tomatoes, shrimp stock, salt, bay leaf and bring to boil. Stir well and reduce the heat to low, simmer for about 30 mins until tomatoes are falling apart and the sauce is slightly reduced. Remove from heat and let cool slightly.

Discard bay leaf. Pour sauce into a food processor and purée until smooth. Taste and adjust seasoning. Return the sauce to the pan; bring to a boil, add the shrimp and simmer for 3-4 mins until shrimp turn pink. Serve with rice or alone as a soup.