For my daughter, first I would have to find out if this was the result of consensual contact. I would need to find out details regarding the boy/man involved and discern whether the police need to become involved.
I would be angry and hurt, for different reasons, no matter what.
For my daughter, I would tell her I love her and lay out her choices and be reasonable in telling her what support she could expect from her father and I. Adoption, termination and motherhood would all be discussed. She would now have an adult choice before her and would need to take responsibility for such.
I would definitely speak to her about what errors I made in addressing sex with her if there were other children in the household.
If it was my son; I would also be angry & hurt. I would ascertain the details to figure out if a criminal charge might be headed his or her way. I would also tell him that, to a certain extent- his life is out of his control. I would outline her choices and how each one could effect him. I would ask him what he hoped would happen.
I would also outline what he could reasonably expect from his father and I. It would be the same as the daughter above.
My children would have been raised that you need to be able to carry your own decisions and I would favor 2 out of the 3 options for them.
Teenagers are children in first world economies and I don't favor children raising children. Were they to choose that route; I would support the needs of my grandchild to the best of my abilities.
Mind you, that probably doesn't mean what you think it means.
I wouldn't make demands. I don't believe ultimatums are constructive. I would readjust expectations. I would mostly outline choices and consequences.