Brian Gaff used his keyboard to write :
Over the years I've lost about 10 chuck keys for my drill, and yet I'm so
careful to keep them with the drill. I swear there is some force in the
universe that makes them vanish when you really want one.
Brian

Piece of old, thick, truck inner tube - cut stip off and make two holes
in it, one for the cable to go through one for the chuck key. Never
loose a key again.