I see a lot of bad advice online regarding how to hold your keys for self-defense. The worst, of course, is to put keys between your fingers and punch your attacker with all of those points:

Bad idea. Lots of pain to the defender will result. Don’t do it.
Instead, give this approach a try:

Hold the key with your thumb and middle finger. Place your index finger across the flat edge of the key for support. The key now becomes a stabbing, slashing, and pressure weapon against an attacker.
As you use this particular approach to wielding a key as a weapon, bear in mind that a key is likely to prove more of an irritant than a show stopper. Use the key to grind into the ribcage or inner thigh of an attacker. Have a plan to escape once the key does its work loosening up the attacker.
As usual, no technique works every time, but the use of a single key as a stabbing or slashing weapon with little better chance of it hurting the defender is superior to a technique that is all but guaranteed to result in injury to the defender.
Another effective option is to use your keys as a type of flail. Some people have a strap keychain, a lanyard, or a defensive tool like a kubotan (pictured below) that they can use as a handle as they strike with the mass of keys.

The point behind using keys as a defensive weapon stems from the reality that they are common-use items that we typically carry with us everywhere we go. For those with little training in hand-to-hand fighting or self-defense, keys can provide a slight advantage over the empty-handed alternative.
Be safe!