I came across the Russian word шлямбур (shlyambur), describing this kind of tool for making holes in brick/concrete walls, but I can't seem to find the correct English term. The entries in the Multitran dictionary seem to describe some different entities, because when I use Google Images on them, they all come up with different tools and things.
The tool is used manually, by hitting it with a hammer at the blunt end. In between hammer hits, it's rotated by hand to loosen up the material.
When I use GoogleTranslate on a Russian page describing the use of the tool, it comes up with the names "jumper" and "bolter", which is wrong. Here's a video in which an improvised шлямбур is used to make a hole in a wall.
The origin of the Russian term is presumably Schlagbohrer, a German word.
P.S. The Russian word for a climbing bolt is also шлямбур (a contraction of шлямбурный крюк), but it's a different tool. In the majority of cases, шлябмур is used at home, not in the mountains.
Googling for English-language climbing equipment, I only found this tool that has a similar shape, called "serrated self-drilling anchor". Maybe that's why climbing bolts are called in Russian шлябмур, by analogy, because probably initially these bolts were of this kind, self-drilling anchors.