Yes you can delete an open file or ThisWorkbook active file, and here is how.
One friendly piece of advice, make **** sure you save a copy of your victim workbook beforehand, in case you change your mind after the suicide code is executed.
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Sub Suicide()
Dim KillShot As Integer
KillShot = MsgBox("Wanna kill this file?" & vbCrLf & "Be sure to make a backup if you change your mind later.", 36, "Feeling lucky?")
Select Case KillShot
Case 7
MsgBox "You live another day.", 64, "Spared the gallows, kill cancelled."
Exit Sub
Case 6
MsgBox "Click OK to flip the kill switch.", 48, "I hope you know what you're doing."
With ThisWorkbook
.Saved = True
.ChangeFileAccess xlReadOnly
Kill .FullName
.Close False
End With
End Select
End Sub