Here are the options you have:
a) Assuming you're deploying Jenkins into Tomcat,you can do the following:
In your catalina.home/conf/localhost/jenkins.xml
<?xml version="1.0" encoding="UTF-8"?>
<Context docBase="/home/enomad/projects/jenkins/jenkins-master/war/target/jenkins" path="" reloadable="true">
<Environment name="JENKINS_HOME" value="/home/enomad/projects/jenkins-home"
type="java.lang.String" override="false"/>
</Context>
b) You can export the JENKINS_HOME=toWhateveryouwant as mentioned by Harsha in the previous post
c) You can extend your JAVA_OPTS params and add -DJENKINS_HOME=/path/to/jenkins_home.