Malekith's armour is forged from the hardest meteoric iron and covered in runes that protect the Witch King against any mortal weapon.
Source: Warhammer Fantasy: 7th Edition
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Magic Armour
Heavy armour. 2+ ward save against non-magical attacks. Malekith can never suffer more than one wound from a single attack, so attacks that do multiple wounds or kill outright only ever inflict a single wound.