There is no such device is a self-igniting molotov cocktail using only chemicals. Molotov cocktails are glass bottles filled with a flammable liquid, which require an external source of flame, usually a wick.
A molotov can be self-igniting, if the label on the bottle is treated with a separate chemical that will ignite when it mixes with the contents of the bottle on impact.
A phosphorus grenade would serve the same purpose as the self-igniting molotov that Lydia describes, only it is made using: white phosphorus, benzene, water, and rubber. The rubber makes the liquids sticky, and the phosphorus grenade settles into distinct layers. When the glass bottle shatters on impact, the phorphorus lights the benzene.
A mixture of carbon disulfide, phosphorus, and sulfur will also ignite on contact with air, however a bottle containing this mixture cannot use a rubber stopper as carbon disulfide will dissolve rubber.