How can I calculate the associated error of my Monte-Carlo simulation? What should I do? What's this error?

Question

Suppose that, using MATLAB or ... , I created a vector of exponentially distributed random variables with length of $N$, i.e., $X=a_1,a_2 , ... a_N $, and I computed the cumulative distribution function for a given threshold $x$:

$$F_X(x) = P_r(X<x) $$

Now, how can I compute the associated error for this Monte-Carlo simulations?

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Matlab Code

N = 100;

lambda = 0.2;

X = abs( sqrt(0.5*lambda) * (randn(1,N) + 1i*randn(1,N)) ).^2;

Temp = X <= x;

F_X_x = (1/N)*sum(Temp)