Why shouldn´t this work. I bought a ticket, checked in and the flight was delayed and they were unable to fly me to my destination. Whole the ticket was cancelled and I got all my money back.
Check-in, my plans have changed, get the refund.
I called Lufthansa and confirmed that - with the fully refundable tickets (YFLYOW I think) I just need to cancel before the departure to get the full refund. Checked-in or not - doesn't matter. So now I know what has to be done :-) Thank you very much everybody!

^