A two-component extension of the seminumerical procedure for the calculation of the Hartree-Fock (HF) exchange matrix recently presented by Neese et al. (Chem Phys 2009, 356, 98) was implemented into the program system TURBOMOLE. It is demonstrated that this allows for efficient self-consistent treatment of spin-orbit coupling at HF and hybrid density functional theory level. One-component HF calculations were performed to study the accuracy of integration grids and the exploitation of the molecular point group symmetry. The efficiency was tested, and for one-component calculations compared to the implementation realized by Neese. It was further demonstrated that local hybrid density functionals can be evaluated with this technique. The "prototype" of this class of functionals, Lh-BLYP, was applied to an organic molecule with more than 150 atoms.