I'm not sure what to make of Penthouse. It under-runs by 15 minutes, and the plot ends abruptly, with little sense of completion; some interesting themes begin to emerge, but none of them goes very far. It just doesn't feel finished – which is a big shame, because what we do see is striking, unexpectedly subtle, and consistently well-performed.

It helps if you’ve read the programme blurb. Ewan, it explains, is a high-flying banker who's taken one risk too many and lost over a billion pounds in a market crash. Unwilling or unable to face the music, he's hired the luxury penthouse suite of the show's title, planning to end his life with one last hurrah. But he daren't invite the colleagues whose trust he's betrayed – so his final night seems set to be a lonely one.

There's an interesting contrast here, and some rewarding contradictions within Ewan's character. He's hired an escort, but his heart really isn’t in it – and he finds to his frustration that his loins aren't up to it, either. He's going through the motions: trying to fit the image of a wide-boy City trader, but actually much more thoughtful and sensitive inside. Actor Ed Brody, who also wrote the script, does well to bring out the nuances of this conflicted soul.

Eventually the penthouse is gatecrashed by fellow trader Danny, full of boorish self-confidence and cocaine-fuelled right-wing views. Danny's actually a less stereotyped character than he first appears, and we gain some insights over the course of the play into his narrow worldview, his ugly lack of understanding of the world outside his high-living sphere. For reasons never quite explained, Danny's accompanied by drug dealer Drew, who offers some comic relief through his aspirations to be an actor and – poignantly – seems to be the nearest thing that Ewan has to a friend.

Escort Elouise is by far the classiest person in the room, and the developing power-play between her and the three men provides much of the script's tension. As we're subtly reminded, she can leave at any time, and so – whatever the misogynistic Danny might think – in a sense she's the one in control. The attempts to bully her are uncomfortable at times, and there's an intriguing dynamic between her and Ewan, who clearly wants to defend her but is slow to step up to the plate.

And then, just as it feels we're gearing up for a defining conflict, the whole thing suddenly stops. There's no resolution to speak of, nor are there carefully-seeded questions for you to take away and ponder at home; it's as though the playwright simply ran out of ideas, tacked on a hasty ending and laid down his pen.

How odd. And what a shame – because the acting is of a uniformly excellent standard, and the production values are high. A physical theatre interlude, evoking a hedonistic party to a thumping, driving beat, rates among the strongest scenes I've seen at this year's Fringe. So it's tight and it's stylish, as far as it goes… but it needs to give us another fifteen minutes of the same.