>Some scientists are self-administering an untested product. Is it ethical?

Depends, if the self-administering scientist is the only person at risk then I don't see any reason to believe it is not ethical. Assuming they are adult, sane persons it is ethical to take personal risk, at least in my book. Now, depending on what is being injected you could imagine a situation where this could pose risk to other people as well - for example a vaccination containing an active virus (through a design or mistake) that could spread outside the lab and infect others. This would NOT be ethical.

tldr: if the self-administering person does not put anyone else at risk it should be considered ethical