It is tricky to take a stand on this issue. In most cases, it's a private matter and accordingly you have the right to hide the truth. On the other hand, in cases where the position being sought is physical in nature or poses a risk to the pregnancy (waitress, handling toxic materials, etc.) the employer is entitled to a truthful response.
*Art. 328b 3. Use of personal data
Employers may only use data regarding an employee if they concern the employee's ability to do the job or if they are necessary to carry out the employment contract. Furthermore, the provisions of the Federal Law of 19 June 1992 on the protection of data are applicable.