Delphi is born in Malfoy Manor a few months before the Battle of Hogwarts. Her mother, Bellatrix, and her father, Lord Voldemort, were both killed in that battle and Delphi was raised by Euphemia Rowle.
Delphi is born to Bellatrix Lestrange
Date March, 1998
Certainty Stated in canon
Location in Canon Harry Potter and the Cursed Child
Type of Event Wizarding world