the key lookup, just by itself, is not a bad thing.
the query is using the unique index, but has to lookup the other values (due to the SELECT *)
to do that, it does a key loookup of the clustered index to return the other columns of data(COMPONENT_ID,AMOUNT,START_DATE,END_DATE).
any query that is doing SELECT * would most likely have that kind of lookup;
if you were returning a specific subset of columns, you might add an index with an include of those columns.
Lowell