Does water continue to flow even if you switch off electricity at main isolating switch (possibly pull switch in ceiling, or big red switch on wall outside bathroom)?
The solenoid would normally close under spring action when no current is applied. If it is not closing, it may be failure of solenoid valve (not coil), or possibly grit blocking small holes in it. Best thing is to get and fit new solenoid valve, unless you think shower is a bit past it and want to replace whole thing.
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