JValue::Double is a primitive double, while java.lang.Double is a class wrapping a double. Java normally automatically introduces conversions between the two, but it's just syntactic sugar. I believe this should work, but I haven't tested it.
let val = jenv.new_object("java/lang/Double", "(D)V", &[JValue::Double(65000.0)]);
jenv.call_method(&item1, "setPrice", "(Ljava/lang/Double;)V", &[val]).unwrap();
If you control the Java code as well as the Rust code, the you should change the method to take a primitive double, as that is simpler and more efficient: