They had a show on National Geographic or Discovery Channel about the Cumbre Vieja volcano on La Palma years ago...
Most of the theories about the volcano made during that show have been debunked.

It's chances of collapsing are quite remote.
I'd be more worried about the Yellowstone super volcano in the US state of Wyoming exploding, before I would Cumbre Vieja.
That ^ is actually going to happen one day.