You take out something that the guy should immediately understand is an explosive. "Hey, you!" you say. "What do you know?" The thug seems alarmed and starts looking around frantically. "What do you want?" he says.
Tell him to turn himself in. You can probably get more out of him if it's not just you trying. See if you can get him to take you to his base. There must be somewhere he's operating from, and this might give you more leads…or an opportunity to join him, if that's what you want. Just get him to tell you anything important he's aware of.