Unfortunately, Parallels Desktop for Mac doesn't support DirectX 11. From
here:
Macintosh operating systems (macOS) do not support OpenGL Compute Shaders, which is a requirement to develop DirectX 11 support for virtual environment.
As of today, it is technically not possible to implement DirectX 11 support in Parallels virtual machines.
You should be able to use Bootcamp, if your GPU has hardware support for DirectX 11 under Windows.