Hot springs is called a location at Palia Kameni (old burnt), one of the two volcanic islands in the middle of Santorini Caldera. The water there has a temperature of about 33 Celcius and it contains sulfur that is good for the skin.
It is included into most caldera excursions and visitors wishing to swim in the hot springs have to swim from their boats into the muddy-looking bay. The boat can't pull up to land since it is too shallow so instead it anchors in deeper water and you jump off the boat into some cool water!
A swim and a mud bath can be quite refreshing after a hot walk to the volcano!