I know this is an old post, but since it got no answer I thought I should pitch in.
I have a Wacom Intuos 5 (Pro) and 3 pens. I also got a Lenovo Yoga for work, and its pen is made by Wacom. The first thing I tried was to use one of my Wacom pens with the Yoga -- It did not work.
I also got a Bamboo Touch tablet that comes with the pen you mentioned as a gift from Wacom (long story -- they messed up one of my orders and sent me this gift to make it up). That pen does not work with my Intuos, and my Intuos Pens do not work with the Bamboo tablet either.
So unfortunately, the pens are not interchangeable across devices just because they're all Wacom. I would love to use a Art pen with the Yoga -- but that isn't going to happen :-(
Also I am not sure about your Thinkpad Yoga, but for mine the pen slides into the laptop (figure), where it charges. It is a battery-enabled pen, while the pens for the Intuos an Bamboo work without any battery. Anyway that should only be an additional indicator that these pens are not interchangeable.
Perhaps Lenovo has a special pen for that purpose? I would go to shop.lenovo.com and see if there are any pens that are compatible with your Yoga. Once you find one, you might be able to find it being sold elsewhere for a cheaper price?