Pretty nil as far as chances of ammo exploding on its on. The primer would have to be set off for anything to happen and in case of a fire, a heavy moving blanket and the normal fire gear is about all that is needed to protect a fireman.
If the ammo predated smokeless powder and was black powder (prior to 1900) then you would have a little more worry. I possibly would just take a pair of pliers and separate the bullet from the casing if I had any worry and then throw it in the trash. I'd probably just throw it in the trash. A bullet going off when not under the compression in a barrel is pretty much an insignificant event.