Outside or inside? Inside use a blanket. Outside use undergarments. Here in the US we have special material clothes that tight fit to the skin are thin and light yet breathable, they keep in the heat. I picked some up from the store there is a shirt and pants. They are black, thin and light. You wear it underneath your clothes. I just looked up the package, it's called "omni-wool". I am sure there are many brands of the same kind of thing if that isn't available in your country.
When I was a kid we had a lower-tech version of these, we called them "long-johns". It is the best way to add extra layers, and with modern material fabrics that retain heat better and are lighter and thinner, there is zero impact to mobility and you can't even tell you're wearing extra, yet you are far warmer. If one set is not enough wear a second layer, they are thin enough. With two layers underneath jeans and a jacket you are going to be sweating even in 0 (F) weather.
Some other tips:
Your feet cold? Double socks, or also the omni wool has socks too to go under your socks or replace your socks.
Your hands cold? Modern gloves are thin and light and even cheap yet have multiple layers and some are even waterproof, and can be rated to negative weather without losing mobility.
Your neck cold? Time for a scarf.
Your face cold? Wear a big hat, and if you are really really cold it's time for a balaclava. Save that for when you aren't worried about people thinking you're a robber :P
Here is some documentation on the omni-wool material (from their website):