man page says that you can use -e
option to convert private and public keys to other formats, that seems to be wrong. Instead
you can use -p
option to request changing the password but not actually setting the password.
ssh-keygen -p -f id_rsa -m pem
Monkeysphere project includes a pem2openpgp
command that can be used to import ssh private keys to gnupg keyring.