There are a few ways to change the Jenkins home directory:
JENKINS_HOME variable in your Jenkins configuration
      file (e.g. /etc/sysconfig/jenkins on Red Hat Linux).
    JENKINS_HOME
      environment variable.
    JENKINS_HOME before launching
      your web container, or before launching Jenkins directly from the WAR file.
    JENKINS_HOME Java system property when launching your
      web container, or when launching Jenkins directly from the WAR file.