If you want to tinker you can try Illustrator's Blending:

The next cartoon shows how the arc is made:

Start with the edge curves
Make a three step blend to get 3 intermediate curves, expand the blend and ungroup the parts
Convert the strokes to outlines to be able to make width variations with the direct selection tool. You can as well use path width tool, but then you must expand the appearance of the strokes to get filled outlines. If you try to blend non-uniform strokes in step 5 the result will be non-predictable.
Change the fill colors of the areas to different greyshades. I used white in the 2nd and 4th shape.
Blend the shapes, use stepping option Smooth Color.
What do you get with this hassle? If you use a gradient, you will get the result much faster, but the shading would be the same in every place. Subtle variations need masking or layered extra shapes.
Not asked: A couple of elementary extrusions in a 3D program can create in few minutes something which needs 2000% more effort in 2D drawing programs. One example:

3D program generates the shading and the perspective with zero effort. I drew only 3 circles, the centerline of the arc and an ellipse. I pulled each of the extrusions (the body of the lock, the arc and 2 holes) with two clicks.
The shown item has no photorealistic materials, it has got only 2 solid colors: grey and yellow.
The next example has some attempt towards photorealism altough there's still much to improve when compared to renderings from Blender or premium priced commercial 3D modelling packages (=no surface textures, coarse resolution, bad false border in the arc due non-continuous surface curvature)
