Well it depends. How big a wave are we talking about? The ones so far have been very distant. But when to 100 solar mass black holes merge and form a 90 sola

Well it depends. How big a wave are we talking about? The ones so far have been very distant. But when to 100 solar mass black holes merge and form a 90 solar mass black hole they release 10 solar mass of energy (E=mc^2 strikes again). Being close to such a merge would be lethal. However there's nothing that we know of that could happen close by, so the risk is near zero. Apparently the black hole at the center of the milky way is going to merge with another super massive blackhole in Andromeda in 4.5 billion years or so.