“Boy names are really tough,” said Teigen, revealing that her son is due in June. “I don’t even think he’ll have a middle name because we can’t even think of a first name.”
Want all the latest pregnancy and birth announcements, plus celebrity mom blogs? Click here to get those and more in the PEOPLE Babies newsletter.
RELATED VIDEO: Why Chrissy Teigen Harvested More Embryos During In Vitro Fertilization
“There was a blood moon happening. It was a very beautiful night — really big, vivid red moon, just gorgeous,” she explains. “I have this love for space, and I think about space camp all the time, and my days at space camp as a youngster.”
“And so I just thought Luna was perfect, and she’s a perfect Luna,” says Teigen.
“What about ‘Lunar’ for him?” jokes DeGeneres, to which the mom-to-be replies, “Lunar, I like it! Very [The Adventures of Pete & Pete] , remember that show?”
“What about ‘Urban?’ Urban Legend,” says the host, eliciting laughter from the audience and her guest.
“I’ve been toying with Dick Legend a lot … Richard Legend,” says Teigen. “Everyone’s like, ‘Why don’t you do the J.J. thing, John Jr.?’ But John and his ego, he was like, ‘I don’t want him to feel like he has to live up to that.’ “
“And I was like, ‘Wow, you are a jerk,’ ” she jokes. ” ‘Sorry, heaven forbid he do what you do. So incredible.’ “