Thank you for your reply.
One of the possibilities is that you can be in the early development of shingles which is basically an eruption on the skin secondary to a chicken pox virus (which you probably had in childhood). Often before the eruption breaks out, it may be accompanied by pain and itching in the area where the rash will actually come out. If that's the case, you will need to see your doctor as soon as you see any eruption on the skin (in the area of the ankle). It is crucial to start the treatment within the first 48 hours once the breakout occurs.
If you never get the breakout (which can occur anytime between 3-5 days after itching/ pain starts), that means it will not be shingles. I would recommend that you use Hydrocortisone 1% cream 2-3x daily on the area of itching/pain. Hydrocortisone cream is available over-the-counter but sometimes you may need something stronger.
So if there is no break out on the skin and if Hydrocortisone cream will not relieve itching/pain, you might need to see your doctor for a prescription anti-inflammatory cream. I don't think doing warm water baths will help at all.
I hope you find this information helpful. Please feel free to follow-up with any other questions you might have.
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Best wishes and good luck.