Hi Emma,
I think that it is just called a bolt and the bit it slides into is called the "keeper". It could be a "barrel bolt" if it is round. There are a few terms
here but this site doesn't clarify keeper too well. My husband, the joiner, says its certainly a keeper but he doesn't have a name for the part you hold on the bolt. He would just call it a handle!!!
It could also be called a "pad bolt" which you can find pictures of if you google for images.
Hope this is of help.