Short answer
Swimming in the natural volcanic rock pools is generally safe when conditions are calm, but you must respect the ocean. These pools are often exposed to the Atlantic, so waves and currents can be dangerous, especially during high tide or rough weather. Always check local warnings and only swim where it's permitted and supervised. Some pools have lifeguards in season; others don't. Wear appropriate footwear for slippery rocks. Never swim alone or ignore signs. Conditions change quickly, so ask locals or check official tourism information for current safety advice.
General information, not legal or tax advice. Rules and amounts change: confirm with official sources.