Yes, Lufthansa can charge a penalty for canceling a flight, but the refund you receive depends on several factors, including the fare type and when you cancel. Call at +1-888-415-1245 (US) or +44-203-869-5245 (UK) 

No-penalty cancellation

You can cancel a flight without a penalty within 24 hours of booking under the following conditions: 

• The booking was made at least seven days before the flight's departure date.
• The cancellation is for the entire booking, not a partial cancellation. Call at +1-888-415-1245 (US) or +44-203-869-5245 (UK)