Red shrimp from the fish market Food and drink · Dénia, La Marina Alta, Alicante Image of Dénia, not of the place itself. The red prawn is caught on the slope off the coast, at more than four hundred metres deep, and reaches the fish market auction every afternoon. It is served barely boiled or on the griddle with coarse salt, and the head is used separately for its juice. Photo: Bgasco (CC BY-SA 4.0) What to see and do in Dénia