I suspect out of the box you don't have a magic checkbox for that, OBIEE can limit values of one field prompt based on another (or all others) prompt but that's always and not based on the value of the first.
A possible dirty workaround if you really need that could be to split the prompt into 2. The first one set First prompt and define a presentation variable, in the second prompt you use a SQL to fill the list with the possible option and in the SQL you add a piece of logic using the presentation variable to achieve the logic you need.
Of course this require the first prompt to be submitted or the presentation variable don't take the value ....
Honestly it will be quite bad from a usability point of view, so not sure I would go down that way ....