Hi there Lutostan,
It sounds like you have disconnected the digital audio speakers from your MacBook Pro but all you have available in your audio settings. Take a look at this info from the following article named:
Troubleshooting issues with no audio from built-in speakers on Macs
- If the Internal Speakers option does not appear in the Output tab and your computer is not a Mac Pro, check that Digital Out is present as in the image below:
- Confirm again that all external audio devices and cables have been removed.
- Check to see if a red light is lit in the line-out port. If so, your Apple computer may need service.
- If you do not see a red light, proceed to step 5.
- If the issues persist, contact Apple support for further troubleshooting assistance.
You can obtain service (if needed) through an Apple-Authorized Service Provider or Apple Retail Store. If you plan to visit an Apple Retail store please make a reservation at the Genius Bar using http://www.apple.com/retail/geniusbar/ (available in some countries only).
Thank you for using Apple Support Communities.
Take care,
Sterling