The answer you can give is that it is a "proprietary formula." Fragrance oils can be made of hundreds of different chemicals and essential oils. Do you think your customer would know what something like 2,6-dinitro-3-methoxy-4-tert-butyltoluene is if you told her it was in the fragrance oil?
The best thing to do is ask if there is specific ingredient she needs information about. Most likely, the answer is no. However, if she does provide you with a chemical name, you can then go back to the supplier, who can contact the manufacturer and ask whether or not the oil contains that chemcial. They may or may not confirm or deny the presence of the chemical.
Some people will ask about things like that because they've read the dire warnings on the internet by alarmists who claim synthetic fragrance oils are killing people. Others ask because they think they can duplicate the fragrance at home. Yeah, good luck with that!