There is an article in the Stdandard about high end BMWs being stolen via "relay attacks".
I know of at least three X5's that were stolen in Nappy Valley using a similar technique and the way it works is that they use a device to boost your real key's signal.
https://www.standard.co.uk/news/crime/g ... 57951.html
A cheap (and quick way) of stopping this from happening is to use a Faraday cage. I know that sounds a bit like hassle but duct tape and foil might do it.
http://www.zdnet.com/article/how-to-bui ... ge-wallet/