These Giro Winter Wool socks are warm merino wool socks for the winter, although I'd say they're a fiver overpriced.
They're actually 70% merino wool, the remainder being polyester, Lycra and elastic, and they're reasonably thick. At least the sole, the toe and the heel are thick, made from a toweling weave. The top of the foot is thinner although nothing like as thin as you'll find on a summer-weight sock
These socks from Castelli aren’t cheap but they are comfortable and provide a good level of insulation for chilly off-season rides.
They’re made mostly from merino wool – with acrylic, nylon, Lycra and elastic thrown into the mix – and are noticeably warmer than most synthetic socks of a similar weight. Plus, the wool naturally wicks moisture away from your skin to keep your feet feeling fresh when you work up a sweat.