I put it to you that Grima is one of the most Evil characters in the WHOLE trilogy.
HE shows no loyalty to ANYONE. He is out totally for personal gain throughout the book. He looks after number one to the detriment of everything else.
He conspires to ruin Theoden because he sees that Saruman is the person in strength, and would probably therefore win. But this doesn't mean Grima's ready to stay loyal to Saruman when he realises the wizard may be beaten.
i.e. when confronted by the witch king (in unfinished tales) he is quick to betray Saruman. Also, when realising that Saruman is finished in the Shire he also shows betrayal by killing Saruman himself.
When offered the chance of redemption by Frodo he does not take it. He cannot see any gain from staying with the hobbits. Indeed, in the Evilness of his character he probably doesn't realise that frodo's plea is truthful. When you are that evil, you may not believe another character can be that merciful. I say he thought this was a trick by the hobbit to capture him, and he decided to take his own chances by running.
Fair point from Elianna
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on, have we learned nothing of pity or mercy from reading Tolkien?
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Absolutely, to me pity and mercy are amongst the main themes of the book. But the person being shown mercy MUST ACCEPT THAT MERCY. It's a two way street. Gollum didn't accept Frodo's mercy and look what happened to him. The same goes for Grima.