When an explosive goes off under water the shock wave carries a lot further than it would if it were on land and in the air. This is cool because water has a higher density than air so this mean that it is harder to move or has higher inertia. And we know that inertia is a measure of how restive something is to acceleration. This means that after the explosion goes off the shock wave from that will carry further through the water with smaller deceleration. From this we know that this shock wave will be carried without losing speed and keeping it's high kinetic energy. As a result of this if you are anywhere near an explosion in the water you will be feeling most of the energy from the explosion. This energy from the explosion depending on the size could have enough energy to shatter every bone in your body. I would suggest getting out of the water if you were in this situation but, chances are you would be to late.