As the years of W.W.II progressed, the Germans were faced with an ever increasing armor threat, especially on the Russian Front against the T-34 tank. The German 3.7cm PAK (Panzerabwehrkanone) 36 anti-tank gun was in wide spread use but became increasingly ineffectual against tanks by 1941.
While newer and more effective anti-tank guns were in production, distribution of those was another matter. Nor could they afford to just abandon the many PAK 36's in the field. Besides, it was still an effective light field gun. It is far easier to upgrade ammunition than the field piece and so was born the 3.7cm Stielgranate 41 (a.k.a. 3.7cm Aufsteck Geschoss - "Attached Projectile").

This is a finned rodded-bomb with a massive hollow charge warhead. Muzzle-loaded onto the PAK 36 and propelled by a special cartridge.
It weighed almost 8.6kg(19lb) which resulted in a very slow muzzle velocity of 110mps (361fps). This limited it to an effective a range of 300m (328yd), due to diminished accuracy beyond that distance.
However, it could project out to about 800meters. Any hit regardless of distance would be just as deadly, as hollow charge weapons do not depend on velocity to do their work.
The 2.42kg (5.3lb) warhead could penetrate 180mm (7in) of armor plate at 60deg. at any distance. Compared to the 3.7cm PAK 36 performance of only 30mm (1.2in) at 500 meters at 90deg.
Quite formidable for its day and could defeat any tank of the time.
(Above - A 3.7cm AP/HE round for the Pak 36 is shown for comparison.)

The projectile was loaded in the muzzle of the gun, like a rod grenade and was fired with a special propellant cartridge. There are three gas-check cannelures in the base of the rod to reduce gas blow-by, as was typical for things like mortar rounds. A curious feature of the Stielgranate 41 is that it used both a point detonating and base detonating (graze) fuze. An uncommon fuze combination for a hollow charge munition. 

The fuzes used were (Right-to-Left):

AZ 5075 - Aufschlagzünder 5075
Direct Action fuze derived from the AZ5071  rifle grenade fuze. A machined all-aluminum body and plunger.
This one is stamped: "WaA54 eef 42 26". The absence of the model designation is typical.
(This fuze type seems the most common to find on observed Stgr.41 examples.)

AZ 5095 - Aufschlagzünder 5095
Improved version of the AZ 5075 having an arming device locked by a safety pin to prevent movement due to rough handling.
Steel body, stamped "AZ 5095" with a bakelite(?) plunger.
This example is borrowed from a 88mm Raketenpanzerbüchse (Panzerschreck) AT weapon, but this type has also been dentified as found with the Stgr.41.

Bd Z 5130 - Bodenzünder 5130
Base detonating graze fuze with a set-back safety that arms upon firing.