Elevations from JP2 File Format

A client has supplied me with LiDAR data in a JP2 file format. I've never worked with this before and know little about it. From what I can tell there is no elevation data included in this format? If there is, how can I process contours or a DEM from it? I need to get it into another CAD software as a TIN but am unsure on the process to do so.

Can anyone lend a hand?
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