I would be less concerned about parasites than about agricultural pesticides. Depending on where you found this butterfly (I don't know what this is, sorry), it could have been sprayed with a toxin. If it is acting healthy for a while in captivity it may be OK. Many insects rely on bright coloration to discourage predators, hinting that they taste bad...so they survive. Your cham might try it once, but not again if it is noxious.
I didn't catch this one because it was in a well populated area and I was concerned about pesticides. I do see these around my house and I was thinking I might try them.
I'm sure insecticides would in most cases. I should have said agricultural chemical contamination, not just pesticides in particular. When I think of chemicals like these I also include agricultural fungicides or fertilizers that might not kill an insect but can kill a cham ingesting them. I got a sad call from a cham keeper friend who lost two completely healthy chams (different species) after feeding them a couple of the same species of dull colored night flying moth. The seemingly healthy moths were caught the night before in a light trap. Both chams both died within 8 hours of each other after showing the same worsening neurological problems.