Can anyone tell me the dimensions of the screw that holds the bit?

The screw that holds the bit in place seems to have flown off somewhere while milling. Does anyone know what sort of screw I need to replace it?

set screw M3, 3 mm long

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Here is a link to them on amazon.

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Wow they are expensive at Amazon!
For this price I can buy about 360 pieces…

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Danke, and thank you all.

So, that takes a 1.5 mm hex key? Just want to be sure, so I don’t wreck the screw.