Can A BM Fighter Use A Shield To Parry?

A Battle Master Fighter was disarmed of their weapon and had only a shield. On the next attack they wanted to use a superiority dice to parry:

Parry: When another creature damages you with a melee attack, you can use your reaction and expend one superiority die to reduce the damage by the number you roll on your superiority die + your Dexterity modifier.

Being they had no weapon to parry with I ruled they would not be able to use that maneuver. Been replaying it in my head and I feel like I made a mistake but can’t find much on this issue.

How should this be ruled?