Some decades ago, swimming in the Mediterranean off the Libyan coast, I dived to pick up what at first very-nearsighted glance (not wearing my specs in the sea) could be an amphora. At the surface it was obvious that it was an unexploded shell, which I put down very carefully then swam far away.

Not sure about developing countries like Libya decades ago, but in places like France, Germany etc. there are well-developed procedures for dealing with this sort of thing, and you should definitely contact the police if you find something like this.