The [NASA website][1], describing ['oumuamuam][2], 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.


  [1]: https://www.nasa.gov/feature/jpl/small-asteroid-or-comet-visits-from-beyond-the-solar-system
  [2]: https://en.wikipedia.org/wiki/%CA%BBOumuamua