There is no atmosphere on the surface of the moon and so, no pressure.
With no atmospheric pressure, water will not stay at a liquid state. If ice in space is warmed it will sublimate, that is, go directly from a solid to a gaseous state having no liquid form during transition.
The human body is already warm so when exposed to the absence of pressure in space, all the water in your body would begin boiling. As the liquid turns to gas, every cell would rupture from the pressure. I am unsure if you would explode, but your life would end within a second. You would not have time to die by suffocating or freezing.
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