I know this was posted over a month ago, but it might help you out anyway (I work for a BMW dealer).
A replacement remote master key will cost you about �100, and it is laser cut and shipped from Germany to order. It doesn't take very long for it to be coded to your car, so labour cost shold be minimal. You can also get a small plastic key and a porter's key, which are cheaper than remote keys, if you'd just like a spare in case you ever lock yourself out.
It's highly unlikely that the missing key will ever appear again, to be used to open and steal your car. However, if it worries you, your local BMW dealer can easily bar any missing keys. So, if someone ever tried to use the cancelled key, they can get into the car, but only manually by the lock, and will set off the alrm in the process. They also won't be able to start the car as the cancelled key can no longer disable the immobiliser.