Is it true that there is a volcano in the Canary Islands that can cause a mega-tsunami in the Caribbean?

The Cumbre Vieja Volcano is on the Island of La Palma in the Canary Islands (off the west coast of Africa). The institution in charge of the monitoring (INVOLCAN) does not recognise the volcano-edifice stability as a potential tsunami risk. Pyroclastic density currents that can cause tsunamis are unlikely to occur at these volcanoes. Even though they can occur, evidence shows that tsunamis produced, as a result of instability of the volcano-edifice, are generally localised. Trans-oceanic tsunami generated by eruptions are unlikely and as such the statement above cannot be considered true.