Can't find an option to lock my workstation
In macOS High Sierra (10.13) there is a 'Lock Screen' option built in the Apple menu. And finally a shortcut ctrl + cmd + Q :-)



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Old solution for me:

Or you can get a Keychain Lock in your menubar.


Open Keychain Access
Go to 'Preferences'
Activate 'Show keychain status in menubar'
There appears a lock in your menu bar. 
Click on it and choose 'Lock Screen'.