Peel and core all apples and then cut into small pieces. Mix the apple pieces with the lemon juice so that they do not turn brown.
Melt the butter in a saucepan over medium temperature, add the apple pieces and sugar. Caramelize while stirring. Add the apple juice and simmer for 5 minutes.
Puree the soup finely. Cut the vanilla pod lengthways and scrape out the pulp, add the pulp and cinnamon to the soup, then stir in the cream and yogurt. Serve immediately.