When choosing valet parking, you will always have to hand in your car keys. You drive your car to the departures hall at the airport, where you will hand your keys to the parking provider. Their staff member will drive your car to the parking space. Without handing in your car keys, this would simply not be possible.
When choosing shuttle parking, you drive your car to the parking provider's parking terrain. It depends on the parking provider whether you need to hand in your keys or not. The website will always tell you what is the case. In most cases, you will need to hand in your keys if the parking provider has limited space and sometimes may have to move cars to create more space. The benefit of this is, is that you car will always be the one nearest to the exit.
Your keys are kept in a safe, so you won't need to worry about them getting lost or stolen.