Which components could cause this problem?

Sounds like the solenoid valve is still getting power. There is a pcb in the backplate with a relay at the top switching the live feed to the solenoid valve at the bottom of the shower. You could check if this relay is sticking on. It may mean that you will need to replace the pcb.
Also you could check the solenoid live wire insulation and make sure it hasn't been damaged and touching a live part.
Good luck

Paul M
June 2009