I think it is closer to the surface than Kickem' Jenny. It is aparently not a subduction formed volcano like the others further south but a spreading fault. That would imply more flowing lava than explosive.
The real threat from that direction is a major earthquake and tsunami. The PR/VI micro-plate is rotating counter clockwise relative to St. Martin/Anguilla/Saba and the bottom of the Anegada passage is stretching. The Anegada Trough is an extension of the Muertos Fault system (a branch of which is causing the Puerto Rico quakes) and It has been locked up since before 1867. The great quake and tsunami of 1867 occured at joining point of the two fault systems.