See nnnnnn's comment below.
The NASA website, describing 'oumuamuam, uses the term "interstellar object." Extrasolar asteroid would seem to be another option. I haven't seen a unique word different from asteroid that originated outside of the solar system.
It seems a simple prefix is sufficient to describe objects beyond the solar system, i.e. exoplanet.
Scienfitic American has an article which uses the term "interstellar object."
Also, see answers to:
- Is intrastellar commonly used by astronomers to refer to objects within our solar system?
- Adjective for things outside our solar system
