RESOLUTION
Parallels does not issue Plesk-specific certificates and CA certificates for them. The certificate you see in Plesk CP is simply custom self-signed certificate which was generated by installer during Plesk installation on your server (because any certificate presence is required for SSL connections). You can replace this certificate with your own purchased from one of the world Certificate Authorities to get rid the warning. To install a certificate for Plesk CP, go to Server->Certificates, choose the certificate you wish to install and click 'Setup' button.Also you can create your own Self-Signed Certificate with Server->Certificates->Add New Certificate->Self Signed. However in case of Self-Signed Certificate, the warning still appears.