From what I was aware, Jenova, along with the other two servers added to the game with the release of the PS4 version earlier in the year (Shinryu and Zodiark) are currently permanently locked to character transfers (so as to allow their economies to establish). SE will eventually remove that restriction, but when that will be is anyone's guess.

So at the moment sadly, you can only create a new character on Jenova, and cannot transfer an existing one to it I'm sorry to say.