Bomb scare in aviation. What do you report to a controller if there is a bomb scare on board?

Having received information on bomb scare on board, what does a pilot report to ATC? Paraphrase: What do you report to a controller if there is a bomb scare on board?
The first thing the pilot must do is to punch 7500 on the transponder which will alert Air Traffic Control. This special indication will be noticed immediately by ATC.
The aircraft should be diverted to the nearest airport and rest of traffic put on hold.
The ATC will give the aircraft priority landing and clear all traffic below so the aircraft can land unhindered.
If there is a bomb threat the pilot has to follow to quickly climb down to 10,000 feet and depressurize the aircraft to reduce the risk if the bomb explodes.

The cockpit door has to be locked and no entry allowed in the cockpit.

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