The Heathrow 09L missed approach is to climb to altitude 3000ft, with a left turn at 1500ft (well, 1581ft alt, 1501ft height) or 0DME, whichever later.
I'd use the words 'breaking you off the approach' above 1500ft, and give you a turn there and then if I could.
Below 1500ft, I'd give you a 'go around'.