If it were more sharply conical I'd say it was the variety "Lipstick", but it looks too elongated for that. The size also fits "Cherrytime" but not the shape. Can't help on that one sorry. If it's good though, save some seeds.

Here is a link that might be useful: Saving capsicum/chilli seeds (peppers)

Thanks Ray. I was looking at them again yesterday and the green ones coming on have a sharper point. This red one was a bit smaller than the average ones but it was the only red one left. Plenty more green ones though.

I have been saving the seeds as that is were this one came from.