The Boltgunis the standard weapon of the Adeptus Astartes. A .75 caliber weapon, the Boltgun fires a self-propelled explosive 'bolt' which explodes with devastating effect once it has penetrated its target, effectively blowing it apart from the inside.
A .75 caliber weapon is the equivalent of approximately 20 mm metric. This is what a 20 mm cannon round looks like when shot at a car engine:
This video shows why no one except a space marine should fire a bolter from their hand.