Later though I was to discover that this was actually a tornado courtesy of the BBC's website (http://news.bbc.co.uk). The website describes:
The funnel cloud was spotted during the evening rush hour on Thursday as torrential rain swept in. Eye witnesses said the tornado lasted a number of minutes and appeared to finish in countryside near Warwick and Leamington Spa.Additionally, upon trawling the net further, I came across a weather discussion forum (www.ukweatherworld.com) whereby a short video of the tornado, taken from near Harbury (a village just outside of Leamington Spa), was available to download. To take a look click here.