We can use PuttyGen to do this. PuTTYgen is an key generator tool for creating SSH keys for PuTTY. Check more details about Putty here.
Click Load (Load an existing private key file. You will be asked the password if your private key has):
Then click Conversions - Export OpenSSH key:
Now, you will get a .pem file as your key.
In addition, if you want to convert .pem to .ppk, just click Save private key after you Load your private kay.