A gengineered insect, with an altered biochemistry. It is modified to produce an internal deposit of some explosive (most commonly Penthyle, since it is a naturally existing chemical in most biosystems).
The explosive charge can be set of by an encoded signal or an external stimuli, such as proximity to magnetic fields, body heat and so on. It can also be wired to explode at a given time, or when stepped on.
The Cockroach is an effective tactical weapon, commonly deployed against power-, and data conduits. It can also be used successfully against unarmoured personnel, locked doors and the fuel tanks of a vehicle. The exploding cockroach is sometimes regarded as a variety of synsect.