the thunderbolt isn't winged, it's just the way it is represented. It is a fairly typical portrayal. Below is a later depiction on a coin of Diocletian. Diocletian A.D. 285 23mm 4.5gm IMP CC VAL DIOCLETIANVS PF AVG; radiate, draped and cuirassed bust right. IOVI CONSERVAT; Jupiter standing left holding thunderbolt, small figure at left. In ex. QXXIT RIC V Ticinum 220 there are winged thunderbolts though.
So thunderbolts and lightning, a star, and what are the letters? Theta and E? D and E? And is it Hercules?
Looks distinctly Kushan to me, so look that direction (though I am far from competent in that series).
Pisidia, Selge, c. 2nd-1st century BC. Æ Head of Herakles r. R/ Thunderbolt, star and bow. SNG BnF 1993; SNG Copenhagen 265
i have one of these! pisida, selge; 2nd-1st century BC o:hercules, club over shoulder; r: winged thunderbolt, bow right, Σ-E below;SNG 263; 12 mm x 1.7 g my hercules is better, but my thunderbolt is worse.
Mystery is already solved eh. This for many reasons is my favorite winged thunderbolt coin. Yeah I need to get it out and re take photo. Lydia, Apollonis 2nd-1st Cent. BC Head if Herakles