Looks like an RPG round.
I think the journalist did well to come up with a name other than Glock or AK-47, particularly since he came up with a name meaning “big weapon”. Most journalists probably think “bazooka” is a brand of bubble gum. Recognizing the weapon more specifically as a fully-automatic Glock AK-47 assault-RPG-7 HEAT Bazooka is asking a little too much of their tiny little minds.
As for ISIS, this was a humane execution by their standards. I can’t imagine it would take long to die with a HEAT grenade in the chest.
It looks like someone wanted to level up their Youtube video.