This is called a Kubotan! I took a self defense course on Saturday (and I HIGHLY recommend everyone find a course in their area and take it) and we learned about Kubotans. It attaches to your key ring, and you carry your keys in your hand using it when you are walking to or from a parking lot. If you are attacked, you can use it to hit your attacker in the neck or face, or really, any part of the body and it will cause enough pain to someone that you can get away. I purchased mine at the class for about $11, but carries them for about $6. Here's another version of a kubotan, this one is called Safety Cat :
The advantage to this style is that it is much smaller and lighter (about 3 x 2 inches, and very lightweight). You attach to your key ring, and then slip your fingers through the cat's eyes. I'm ordering a bunch of these for gifts.
Have a great day, everyone! I worked out early this morning, so I need to rest my back for a bit, I will watch the Inauguration and feel blessed that I live in a country where we can elect a President peacefully and gather to celebrate on a beautiful winter day. We are very blessed to live in America.