"I've gone off a lot of balconies with less preparation than I'd have right now," he returns, but he also nods, following her back into the room. "Anything you want to take with you, grab it."

He's going to grab the gun she mentioned unless she gets there first, and he'll toss it to her on his way toward the door - where he'll wait for her before he opens it, in case anyone's waiting to come in when he does.