A wall/pegboard mounted holder for a mini multimeter DT-182, which can be found on eBay for under 10€.
Has mounting holes for both 12mm and 1" standard hole distance pegboards, but can easily be mounted directly on the wall.

Has a handle for winding the cable around to take up less space. Works with both needle probes and alligator clips.

Update 2016-04-17
Alternate B version added with taller cable winder and probe compartment.