Of course you have to check with the insurance company. But pregnancy is covered or it isn't, I don't think anyone will calculate the conception and disqualify paying for it based on that. Besides people often don't know they are pregnant until months later. If the insurer would claim this is a pre-existing condition then they can possibly claim higher premiums but not decline to pay the costs - unless giving birth is specifically not covered by the policy - something unlikely if even legal in Germany.