Nitrokey[1] is about the same price as Yubico but has open source firmware & hardware. You might also know them as CryptoStick[2].
[2] https://blog.mozilla.org/security/2013/02/13/using-cryptosti...
My colleague Guillaume Destuynder wrote that blog post. We still use CryptoSticks at Mozilla, with sops[1] to securely store backup keys of some of our secrets files.