VAPE PEN: They have lithium batteries in them and they can start to heat up and, if they heat up too quickly, then, the gas will ignite or explode." Virginia Tobacco Air Bar Diamond Disposable Vape 500 Puff E cigarette burns and explosions: How common are vape pen injuries? You've seen the device. But do you know what's actually inside it? Every disposable vape has 4 components and each one comes with real risks: Nicotine e liquid: toxic chemicals, including lead