Looks like just something wrapped around the threads - should be able to get something thin in there to get it out. Other than that you would have to contact the seller, depending on how long ago you purchased it. I use use some #5 tweezers to get it out personally. If needed the movement can be removed and the HEV unscrewed to remove the cap, but of course you would need to take this to a watchmaker for that.
Just FYI - the HEV has water resistance even with the cap unscrewed...
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