Squeeze out the orange and add the juice to a medium pot.
Cut the orange zest into segments, lay each segment on a chopping board and using a sharp knife remove the white pith, leaving just the orange part of the zest. Add the orange zest to the pot.
Add all the ingredients except from rum.
Cover the pot and heat the wine over lowest heat, for about 20-30 minutes, until very hot but not simmering or boiling (you can check the temperature with a thermometer, it should not exceed 167°F / 75°C).
Add the rum (if using).
Ladle the wine to heatproof glasses, serve warm.
Enjoy!