Apparently you can’t attach Apple’s Lightning cable to your keychain, but if you want to do this, the following Nomad Lightning cable will be a nice solution.
This is an innovative and practical charging cable for iPhone 5 and iPod touch 5G. As we can see from the images, the Lightning charging cable features ultra portable design, and using custom king hole, you can easily attach the charging and sync cable to your keychain in order that you can charge or sync your iPhone 5 or iPod touch 5G. Moreover, the protective cap features detent positions to provide a secure connection of the Lightning cable on your key ring, apart from that, the flexible design allows you to charge your iPhone 5 from almost any USB port.
At present, the inventor of Nomad Lightning able is raising fund at Kickstarter. Pledging $22 will let you own the charging & sync cable. If you’re interested, jump to Kickstarter official site for more details.