Well, as consciousness is dependently arisen on the senses, and embryos don't even have a nervous system until the fourth week (I think that's when, if anyone knows differently please correct me), so I would suppose that prior to developing a nervous system able to engage in some sort of sense activity, the embryo doesn't have any consciousness. That's just my opinion, however.
The non-doing of any evil,
The performance of what's skillful,
The cleansing of one's own mind:
This is the Buddhas' teaching.