The island of Las Palmas in the Canary Islands is a large volcano that is basically breaking in two. There is a rift that runs through the entire island.
The Western half of Las Palmas is gradually tearing away and slowly subsiding into the Atlantic Ocean.
If, however, a volcanic eruption and/or associated earthquakes caused the Western half to slide rapidly, scientists predict it could produce a mega-tsunami hundreds of feet high along the Eastern seaboard.
So yes, it could happen here....but if it was due to Las Palmas, you'd have about an eight hour notice.
BTW, to give you an idea of what a mega-tsunami could do, evidence found on cliffs in Greece indicate that there was once a 900 foot tsunami in the Mediterranean. A landslide in an Alaskan lake produced a wave two-hundred feet high.
Worry about things you can control, and hope for the best regarding those you can't.
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