Hmm, the Squids at the sickbay back at LeJeune used to keep the meds locker key on a 5 foot section of two inch chain... cause guys kept losing the key.
If that's too much for you, then I suggest connecting it to something that you KNOW you will have on you....like your cell phone. Misplace your cell...call it from another phone. no additional purchase required.
BTW...I'd HATE to have a $25K key on me.... although when I did security, I was in charge of key control for an apartment building, the real "master key" was in an electronic lock and monitored by the fire alarm system, you had to have a key to access the key, but it was not as critical as the master key wa mounted in the electronic box at the 24 hour manned security desk.
No Expert