Most regular deodorants and roll-ons are fine to use in pregnancy, since very little of the product is absorbed through the skin. For you specifically, with your history of dermatitis and urticaria, the bigger thing to watch for is the product's fragrance and alcohol content rather than the pregnancy itself.
Next Steps
Look for a fragrance free, alcohol free roll on marketed for sensitive skin, and patch test a small amount on your inner arm before applying it under both arms.
Health Tips
Stop using it and see a dermatologist if you notice redness, itching or hives, given your allergy history.