We don't know much about Yoda's species. Their homeworld remains unknown and even the species' true name is not recorded yet. So its fate is a mystery.
For reasons unknown, George Lucas maintains a strict policy of keeping the history, name, origin, and whereabouts of this species secret. This policy has resulted even in certain Star Wars publications being cancelled.
Prior to the creation of Yaddle for The Phantom Menace, Lucasfilm actively discouraged licensees from exploring Yoda's species, wishing to avoid confirming that an entire species of Yoda-like individuals even necessarily existed.
We don't know if Yoda was the last of his species, but, as far as we know, he is the last canonical member of them to die.
As for his parents and ancestry, this is our only clue:
When asked what species Yoda is, Lucas has only joked, "He's a frog." In the documentary "From Puppets to Pixels", he even joked that Yoda is "The illegitimate child of Kermit the Frog and Miss Piggy".