Won't be long till we get a rumor of his capture, happens all the time during the summer, when the markets get real weak.
I dont think he will be captured alive (martyrdom) but the effect on the markets will be just the same though.
He's a very rich man like Saddam. Bin Laden has had it very easy. When the time comes, I can understand how he'd be more afraid than what he anticipates now. I say captured alive. By the way, how can his bodyguards not turn him in for the 50 million dollar reward?! It's not like he's hanging around with principled people.