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Mmmmm difficult.
Gotta be some nice thin lace cut to length, and an end piece attached. You kinda need to visit a craft fare or Old Spitalfields Mkt and find someone making ugly necklaces.
My plan for an heirloom ring that i had to stop wearing was exactly that - lace with it looped through itself to keep tight on the ring.
I had some incredibly nice horse leather lace, from Japan, but it is in the workshop in Italy and I lost the contact for the tannery company. That would be simple to tie the end or attach some closure system like a metal hook.
A good piece of lace