Chance of pregnancy during a birth control method is called pearl index. Pearl index of majority of the hormonal contraceptives is 0.1% which means there are 0.1% chances of pregnancy. Hormonal implants contain very high levels of hormones in slow release formulation. So, usually chances of pregnancy during hormonal implant use are poor. These implants contains synthetic hormones which have strong teratogenic effects, it means bad effects on baby. So, if a women becomes pregnant while having hormonal implant then it should be removed. In case of non hormonal implants like copper T, pregnancy can occur but it is ectopic.
