I know this is old ... but I just went through this trouble installing Leap 42.1 on Parallels 11.
I needed to do two things.
1) Manually install the required items mentioned in the fail message. Note that I had to install the exact version of the kernel-default-devel requested (4-1-21), and not the latest (tricky).
zypper in 'kernel-default-devel=4.1.12-1'
2) perhaps not necessary, but execute the "install" file from the Parallels Tools mounted iso ... as root in a terminal shell, not the gui version.
su to root
cd to /run/media/<you>/Parallels Tools/ (this is where my mount was located)
execute install file 
HTH someone.
Last edited: Jun 17, 2016