There is only a ComboBox when the cell is in edit mode, between CellBeginEdit and CellEndEdit events, outside this there is only the cell Value that was selected during edit. The EditingControlShowing event lets you attach to the editing control, and the help topic for that event has a relevant code example.
You almost certainly shouldn't need that property value. If you can explain to us why you think you do, we can*probably suggest an alternative. In short, always provide a FULL and CLEAR explanation of the issue. Tell us what you're trying to achieve rather than just how you're trying to achieve it because there's every chance that the how is wrong so there's no point our helping you with it.