random sampling and probability

Sorry in advance since my question is more statistics than programming. But, I need the answer for further implementations. Consider that we have N records which X of them has specific features. We randomly select n records from N (sampling without replacement). What is the probability of appearing each of the X records in the sample n? OR how small would X get when it comes to the smaller group of n?

For example: N = 40,000,000 X = 20,000 n = 25,000,000