.... East Spain and the Balearides Islands ....

Steep low and mid-level lapse rates atop moist boundary layer are expected to contribute to the development of moderate to high CAPE values over this area. Southeasterly low level flow due to sea breeze, should advect quite moist airmass from the Balearic Sea into East Spain, with rather low LCLs likely. With westerly jet-streak at 500 hPa overlying the region, we do not expect much curvy hodographs, but deep layer wind shear (DLS) might actually well exceed 25 m/s.
As SREH is simulated to be locally over 300 m²/s², isolated supercells capable of large hail, damaging wind gusts and tornadoes (waterspouts) are possible. LLS about 10m/s should also support the development of LL rotation of the storms, so that waterspouts might form before 0900 UTC. In North Africa, strong DLS may help any storms to become severe but CI may be limited due to sporadic CAPE signals until the afternoon hours. Later on, WRF produces a line of storms at the convergence zone near the coast under strongly shear environment, so DMC is expected.