There are certain things that therapists have no discretion about reporting. Threatening to harm yourself or others is one of those things. Not only reporting to your parents but also to the authorities, whoever they may be, most likely police. You might want to rethink this path you're going down. You may be committing yourself to a whole bunch of legalities and official people in your life that you don't really want. Before you go down this road, ask yourself, "What is it that I am really trying to get here?" The answer could simply be, 'Attention'. I don't know, but you do. Good luck.