VMX is just a settings file. In order to convert the VMware virtual machine you need to load the VMX file, but also need to the other files including VMDK to sucessfuly convert VMware virtual machine to Parallels Desktop for Mac.
Convert VMware configuration file to Parallels Desktop virtual machine.
We found one software available in the database for this conversion.
Articles and other information relating to vmx into pvm conversion:
How to open VMware virtual machine in Parallels Desktop for Mac - Open, convert and run existing VMware virtual machines in Parallels Desktop on Mac computer
Apple macOS / Mac OS X software - convert vmx to pvm on OS X
Mac version of the popular virtualization software
Convert from vmx file format
The table with program actions contains information about what each program is capable of doing with their files. This may be a good pointer for further searches for certain file conversions and help you find the converter you are looking for if our search result is insufficient for you. However, it is far from perfect and may sometimes show results which are not really usable because of the nature of the software handles the files. So a conversion that appears as possible, just because of matched actions, may in fact not be possible.