Many scholars recommend breaking the fast for pregnant women; and also for women who are nursing, if they are worried for their health.
After Ramadan and giving birth, it is obligatory for the women to make up for the days they had not fasted.
If a women is worried that she is endangering the life of her baby by fasting, she should break that fast.
What is debated among scholars, however, is if she should merely make up (qadha’) for the days she had missed or pay fidyah, or both.
In Ibn ‘Umar’s and Ibn ‘Abbas’ opinion, such women only have to pay the fidyah in light of the difficulties that such women face in making up the days they have missed, what is required is the payment of the fidyah only.