Imagine it goes something like this
Jon: You’re King Robert’s son…the last Baratheon
Gendry: No, m'lord. I’m just a bastard.
Jon: My sister should have told you, I’m a king now. And a king can legitimize a bastard.
Gendry: *glances at Arya*
Jon: You are Gendry of House Baratheon. First of his name. Lord of Storms End.
Gendry: *clearly overwhelmed* …As you say, Your Grace.
Jon: And gods be good, let’s pray you’re as good with that warhammer as your father was.