It looks pretty bad! I also looks rather old. But you can't always tell. If there is green anywhere, it just might come back.
I'll just go check my very old lavender for comparison. Be right back. Nope. Brown and brittle underneath, but no burned-looking leaves, and the tops all have flower-spikes.
Your lavender may, indeed, be dead. But I would still try one more thing:
Wait a week to see if there is new growth and cut away the parts that don't show any. If there are none, cut it down to the ground. It might grow back from the roots. (long shot)