A gun.

[ He doesn't know if guns exist in Ronan's world, but he won't waste his breath explaining what one is if he already knows. ]

And bullets too. [ Since a gun is useless without one. ] Needs to be easy to conceal. And I know a gun might be pointless against most magic here, but I'd sleep easier at night knowing I have one on me.

[ It's like a security blanket for him in a really messed up way. ]

I won't tell anyone where it came from. And I'll owe you. [ Whatever Ronan wants. ]