Don't destroy script on load

Hi all, I’m confronted to a problem.

I’ve a script in my player to score when I pick up a coin (Like in Mario games).

But I don’t want to lose current score when loading a level.

Ok so it’s easy right ?

But I’ve 2D Scene, character changes, and other stuff like that in the game.

Question :

How to always have the score in my screen and don’t destroy him each load scene ?

I need to keep the score script on each player character ?
I need to put the score script somewhere else ?

Unity - Scripting API: ScriptableObject and

(but you’ve read the docs, right? ;-))

I know this is like 2 and half years old, but: