What Are The Chances Of Getting Pregnant Without Ejaculation?

My girlfriend and I recently had protected sex using a latex condom. We stupidly used cetaphyl body lotion as a lubricant. There were no obvious holes or tears in the condom, and I even tested the effect of the lotion on one by filling it with water and covering it in the lotion (there were no visible effects). My question is, do we have a cause for concern, pregnancy-wise? She is expecting her period in three to five days.