Actually Jesus had given Simon this nickname when he first became an apostle.. it was not "changed" at this incident.
John 1 .41 He found first his own brother Simon and said to him, "We have found the Messiah " (which translated means Christ). 42He brought him to Jesus. Jesus looked at him and said, "You are Simon the son of John; you shall be called Cephas " (which is translated Peter).
If Catholics want to push the oft-told fable; then THIS verse is where they should say Jesus ‘changed’ his name!