Yes you can save it and it will give you another season of peppers. They hate cold weather though. Keep it in a sunny & warm location in the greenhouse until the weather warms up enough - when nightly temperatures stay above 50F.

That pot is too small. Transfer it into a bigger pot with fresh new compost if you plan to keep it indoors. Otherwise, plant outside in a prepared bed with rich compost & full sun. They are very thirsty plants so keep it well watered too. Once the plant is in its new home, top it by half. Topping the plant will force it to 'side shoot' creating more branches and a much greater yield.

Thank you Bathgate, I will do.
I was amazed with it. It kept producing Jalapeno all winter in the cold greenhouse.

That's amazing. You have a strong healthy plant there and that means more peppers to come.

My neighbor kept one for four years running. It looked like a little 3 foot tall tree!

It must have looked gorgeous with Jalapenos on it. I don't think my plant would survive with our climate in Ireland

It would definitely need more frost protection than our minimal fleece and water bottles.