Technically, a round cannonball shaped object that is hollow and designed to be filled with some sort of explosive is called a “shell”. When most people hear the word “shell” though they think of a more modern type of shell that is shaped more like a big bullet. “Explosive cannonball” is probably the best way to describe a round shell to someone without a lot of technical expertise in the various things that can come out of a cannon.
From the picture in that article, I can’t tell if the thing is actually round or not. It shows up pretty small on my screen and it’s so encrusted with junk from the sea floor that it’s hard to tell what it’s original shape was.
Things that can come out of a cannon:
Cannonball, aka Round Shot, Ball, Solid Shot - exactly what the name implies, generally a solid spherical hunk of metal.
Shell - Older shells were round. More modern shells have a typical “shell” shape that most people associate with the word Shell. Depending on how the shell is designed and what it is filled with, it may be called an explosive shell or a shrapnel shell.
Grape Shot (aka shot) - Basically a bag full of musket balls. Turns the cannon into a great big shotgun, effectively.
Chain Shot - Basically, chains with weights attached to them. Horribly inaccurate at any decent range, but were excellent at destroying your enemy ship’s rigging.
Split Shot - Similar to chain shot, this was basically two hunks of metal attached by a metal bar. It was also used against ship rigging.
This is off the top of my head so I may be forgetting some things.
ETA: Early bombs were also round, which is why they are depicted as round things with a fuse in early cartoons.
(and I was ninja’d by Crafter_Man’s links - I need to type faster)