Bloody Rose

The Bloody Rose is a magical anti-vampire gun used to kill vampires currently carried by Zero Kiryu. Like all anti-vampire weapons, it cannot harm humans. It shoots off a symbol that is etched into the gun. On the sides it is etched with the words "Crossing" and "Bloody Rose" and along the top are the words "Crossing Danger". Though the Bloody Rose is a magical weapon, it can still be loaded with normal bullets, as Zero uses it for target practice on normal targets.

Transformation
Following Zero's completion of the fragment, the Bloody Rose morphs and becomes a part of his body, allowing him to control metallic thorny vines. The Bloody Rose pulls it strength from Zero by feeding off Zero's blood, draining him. The Bloody Rose appears to have its own consciousness and is only working with Zero, as Kaname Kuran manages to persuade it to back down when Zero attempts to attack him, Kaname reminds it who he is, but Zero regains control. Though we have never seen it react to Zero, the Bloody Rose rejects Yuki when she attempts to pull it from Zero's grasp.

Trivia

 * On the cover of volume 1, Yuki wields the Bloody Rose with its chain wrapped around her arm.
 * Zero only appears to carry the Bloody Rose when he is in uniform.

Questions

 * Does the Bloody Rose have magical bullets or does it not normally require anything?