VMware virtual machines (including .vmdk file) can be converted directly in the Parallels Desktop, however you will also need a corresponding .vmx file from a complete VMware machine.
Open it in the Parallels Desktop and it will be imported to .pvm file and the disk (.vmdk) will be transformed to Parallels .hdd file. Just keep in mind that .pvm is only a folder that stores other Parallels Desktop's files, like .hdd, .pvs etc.