Which procedures or devices do ensure the aircraft stop flying after the pilot has ejected? Pilots eject from aircraft when it cannot be controlled any more. Ejection seems to happen without delay and few time to secure the aircraft and its weapons.


Pilot ejection, source.

Thanks to @RonBeyer for pointing out the Cornfield Bomber which also links to a notable accident in 1989 with a MiG-23 flying 900 km and several countries, uncontrolled:


  During takeoff [from Poland], the afterburner failed and the engine
  began losing power. At an altitude of 150 meters and descending, the
  pilot assumed he had a complete engine failure and ejected. [...]
  After flying over 900 km (560 mi) the MiG crashed into a house,
  killing a Belgian teenager.


What are the procedures or features in place to prevent the aircraft to keep flying and explosives to explode?
As you pointed out, the only reason for abandoning an aircraft is because the pilot can no longer control it or successfully land it.  With or without flight crew onboard, it's going down in one form or another.  As such it's pointless to design any additional system to disable or destroy the aircraft as it accomplishes nothing.

Pilots however have been known to direct a stricken or otherwise doomed aircraft away from populated areas, as this Thunderbirds pilot did at a 2003 air show at Mountain Home AFB, in Idaho.


                
            

So too was this crash of a MiG-29 at the Paris Airshow in 1989.  Mikoyan test pilot Victor Kobachev ingested a bird in his starboard engine and the jet departed controlled flight;  Kobachev fought to direct it away from the crowd line before he punched out.