The impressive mountain of black lava is situated on the Nea Kameni island in the middle of the Santorini bay. The sights here are impressive and it's possible to bath in the hot springs here.
Wikipedia https://en.wikipedia.org/wiki/Santorini#Volcanism
Official Website http://www.volcano.si.edu/volcano.cfm?vn=212040
Address 84700, Greece
Coordinates 36°24'15.93" N 25°23'45.082" E