My dr told me it was okay in a standard depth bath tub but if you have one of those deep jacuzzi tubs than you want to make sure it isn't too hot. You basically don't want your own core temp to rise past normal.
My doc told me (when I was preggo) never let your core temp get above 101 in a tub. So, I just took my thermo in the bathroom with me and temped a few times while I was in there :) Cuz I have to have my baths!! They relax me :) Hope this helps :)