Spoilers ahoy! [Go no further if you haven't read Harry Potter and the cursed child yet.]
In Harry Potter and the cursed child, Delphini states
Delphini: I am from the future. The child of Bellatrix Lestrange and you. I was born in Malfoy Manor before the Battle of Hogwarts. A battle you are going to lose. I have come to save you. (Act 4, Scene 11)
In the Deathly Hallows, Harry, Hermione and Ron are taken to Malfoy Manor, where there is no mention of her looking pregnant. Presumably, this means that the baby was born prior to that time- and, seeings as Malfoy is unaware of his cousin's birth- Bellatrix presumably had no contact with her family for 5 months prior (after the 4-month point the bump would have been more obvious.)
So, given this information, when was Delphini born (or concieved?)