Defining what is a "species" is a complex topic in real-world science, even moreso when you introduce fantasy species into the mix, so it's hard to say, but I'd lean towards calling them not species.
There are two main reason why I'd dispute the term "species":
Transmitted vs. Inherited
While we do eventually see that the lycan and vampire conditions are inherited by offspring, the primary means of transmission is by a lycan or vampire biting a normal human. At that point, some vaguely defined process changes the person into a supernatural being. That has all the hallmarks of an infectious disease that is passed down to children, as opposed to a genetically inherited trait.
Indeed, the whole point of the first movie is that Alexander Corvinus's offspring -- who are all human -- have some genetic mutation they inherited from Corvinus that causes their body to do something unusual when it gets infected with some particular disease. They transform it into a different strain of that disease, which causes lycanthropy/vampirism in anyone else it infects. So, if anything, those are "inherited conditions caused by an infectious disease."
While it's not 100% perfect, one of the most basic "rules of thumb" for a species is that they don't breed with other species because it's physiologically or physically impossible (e.g. the offspring are always infertile, their anatomy is incompatible; etc.)
It's pretty clear that vampire and lycan can breed and produce offspring, because we see such an event in the movie on multiple occasions. (It's what started the war in the first place.) They choose not to for social/cultural reasons, not for any biological reasons.
I will admit that we don't know if any such offspring would be able to reproduce on their own, so this may end up being a red herring, but absent more information, it's a pretty strong indicator that they are the same species.