If you are struggling to find parma ham but you can find prosciutto, then they are technically one and the same thing. Prosciutto actually means 'ham' in Italian. Serrano ham (from Spain) is also a good substitution, and you can really use any kind of thinly sliced dry-cured ham (but not something like a honey roast ham).
In a pinch, you could also use streaky bacon (the standard bacon in the US) although it will need longer to cook since it needs cooking and is thicker. Undercook the asparagus if you do use bacon, as it will continue cooking for an extended period of time with the bacon.