How hot does a lithium-ion phone battery have to be before it explodes?
There are three levels for lithium ion cells:


Max charge temperature
Max discharge temperature
Max storage temperature


During charging, the limits are often 40°C or so. (Based on Li-Ion 18650 MF1 cells from LG)

Discharge is higher, 60°C for "standard" cells (such as the MF1s mentioned above), 70°C or 75°C for power tool cells.

Storage temperatures are sometimes the same, sometimes slightly higher than discharge temperatures. I usually work with 70°C as the limit, though some say 80°C.

However none of these temperatures have anything to do with exploding. "Run away thermal event" as they like to call them, usually need temperatures around the 140-160°C depending on which cells you're looking at. However, this is the temperature at the core of the cells, whereas the others are usually rated to the temperature of the external casing of the cell.

As for your particular case, in your phone, I would not worry. The phone will be monitoring the battery and turning off as required, and many handsets have thermal fuses that physically isolate the cell if temperatures get too hot.