Yes, some eggs can contain parasites, specifically roundworms.
While not all eggs are infected, it's possible for eggs to contain nematodes, which are intestinal parasites of hens. This occurs when hens are infected with these parasites, and the parasites can then be transmitted to the eggs. Therefore, the possibility of finding parasites in eggs does exist.
It's important to note that proper cooking of eggs kills these parasites, making the eggs safe to consume.
