No risk, otherwise they would not be used in the way that you are worried about.
Your situation involves personal contact with an object in air ( lancet which is not a risk for hiv.) No worries, because you can't get hiv from personal contact except unprotected penetrating vaginal or anal, neither of which you did and you didn't share hollow needles to inject with which is the only other way to acquire hiv. Analysis of large numbers of infected people over the 40 years of hiv history has proven that people don't get hiv in the way you are worried is a risk.
HIV is a fragile virus in air or saliva and is effectively instantly dead in either air or saliva so the worst that could happen is dead virus rubbed you, and obviously anything which is dead cannot live again so you are good. Blood and cuts would not be relevant in your situation since the hiv has become effectively dead, so you don't have to worry about them to be sure that you are safe.
I know a lot of people worry about this but a lancet is basically a needle poke. This is not an inject able needle like used in IV drugs with a plunger. So air is involved. It is like getting poked and that is not how HIV is transmitted. Air inactivates the virus. The only ways that adults get HIV is from unprotected vaginal or anal penetrating sex or sharing IV drug needles.
The theoretical risk for an occupational hazard of an accidental needle stick injury is calculated at 0.02%.
Practically, it is not a risk.
I am curious, are you in health care?
All lancets i have come across are single use and therefore no such risk of infection.