Felix has seen his name linked with a host of Europe's top clubs, including Real Madrid, Manchester City and Juventus, as rumours of a nine-figure transfer this summer continue to swirl.
The 19-year-old has netted 10 times in the league for Benfica this term, and he had one of his best days as a professional on Thursday in European play.
Felix scored from the spot 21 minutes into the quarter-final first leg in Lisbon, before grabbing his second right before half-time with a thunderous strike from outside the box.
The Portugal youth international completed his hat-trick on 54 minutes, tapping home from close range after a pass from Alex Grimaldo.
By completing the treble Felix (19 years 153 days) became the youngest player to score a hat-trick in the UEFA Cup/Europa League since Sergio Aguero (19 years 124 days) accomplished the feat for Atletico Madrid against Kayseri Erciyesspor back in October 2007.
Felix also became the youngest hat-trick scorer since the UEFA Cup was rebranded to the Europa League before the 2009-10 season.
The teenager is the first Benfica player to score a hat-trick in a European game since Antonio Pacheco scored three against NK Izola in a September 1992 UEFA Cup match.
Benfica would go on to win the match 4-2, giving them an advantage heading into the second leg in Frankfurt next Thursday.