Can you just confirm that when you got the pen it was fine, and it is now damaged as per the pictures (and not damaged straight out of the packaging).
If it is the case that it was not damaged when bought, then you stand pretty much no hope of getting a free replacement (by all means get on live chat with microsoft and ask, you never know). With a battery inside, it would take some serious force to damage it like that. It looks like it has been crushed underneath a chair leg or something. Whether it was you who somehow damaged it, or someone stole yours and replaced for theirs, it will simply be viewed as user damage and not a product defect so will not be covered by any form of warranty.
The bluetooth components are all located in the top part of the pen which unscrews, and uses its own batteries, so damage to the main section of the pen will not effect bluetooth functionality (not true with the new model though)