Andrew Lloyd Webber's latest production stars Alexander Hanson as Stephen Ward and Charlotte Spence as Christine Keeler.
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The 52-year-old had previous convictions for violence but was not on the anti-terror watchlist.
In a statement Charlton Athletic said: Keith was a true hero who will be greatly missed by all the Charlton family and everyone at the club.
London and the worlds has united on Twitter in defiance of the West minster attack #prayforlondon #wearenotafraid