How to get list of all hooks of current theme / plugin?

As of 2016-09-25, there is no ideal solution.

The WP-Parser does the job, but you need to set up a special WP site to run it.
WooCommerce’s Hook-docs is something much simpler, and can be easily tweaked.

I just wrote a long comment on the topic here:

https://github.com/ApiGen/ApiGen/issues/307#issuecomment-249349187