This is my dad's story. Reloading .45 ACP one night, a loaded cartridge fell off the bench and the primer struck the corner of a loading press laying on the floor. It detonated. The bullet struck his inner thigh, leaving a large bruise. The case rupture, spraying bits of brass about the room. Several pieces imbedded themselves in the skin on his leg, but a large raggedy piece penetrated his foot and had to be surgically removed. I was a kid when it happened, and I was surprised at the amount of blood that could come out of a little hole.
The bullet might be dangerous if it hit you in the head, but the brass can get nasty. In your closed hand, you'll probably lose some fingers and nerves, as well as having a permanent conversation starter when people see it. In an open palm, the prognosis would be better. But still ugly.
I'd be more worried about my eyes.