If you're old enough to play grown up games and get pregnant, then you are old enough to start thinking logically. Of course you have to tell them. What would be the alternative? It's not something you can hide .. not for very long. You and this unborn child need proper health care. THIS is not something you can hide .. It's time to start thinking about the health of this child.
So the answer to your question .. Is YES! You have to tell your parents.