OpenSSL uses PKCS#12 (what is this a format?) as input and PEM as output - http://www.openssl.org/docs/apps/pkcs12.html#COMMAND_OPTIONS
More discussion on formats - http://www.bo.infn.it/alice/introgrd/certmgr/node2.html
Converting between formats - http://support.sas.com/documentation/cdl/en/secref/62092/HTML/default/viewer.htm#a002815156.htm