"With this Lord's Day, we begin the third major section of the Heidelberg Catechism- after guilt and grace, now comes gratitude. One of the major objections to the Christian view of salvation, especially in its Reformed expression, is that salvation by grace alone through faith alone leads to moral license. If we can't earn one tiny iota of deliverance from sin by our good works, then why do good at all? The catechism gives five reasons..." Kevin DeYoung. The Good News We Almost Forgot. 155.

Question 86: We have been delivered from our misery by God's grace alone through Christ and not because we have earned it: why then must we still do good?

Answer: To be sure, Christ has redeemed us by His blood. But we do good because Christ by His Spirit is also renewing us to be like Himself, so that in all our living we may show that we are thankful to God for all He has done for us, and so that He may be praised through us. And we do good so that we may be assured of our faith by its fruits, and so that by our godly living our neighbors may be won over to Christ. 

Question 87: Can those be saved who do not turn to God from their ungrateful and impenitent ways?

Answer: By no means. Scripture tells us that no unchaste person, no idolater, adulterer, thief, no covetous person, no drunkard, slanderer, robber, or the like is going to inherit the kingdom of God.