How to change your boyfriends attitude about life?

Theatens to cut and kill himself. Especially when we argue. Cries a lot and starts acting like he is having trouble breathing.
Exaggerates what I say.
Expresses a lot of self pity when he reminisces on his past emotions, like being suicidal since elementary school, smoking weed, and cutting. He is very privileged, with a car his parents bought him, a nice house and good education. Yet he hates them because they check up on him when he goes out and because they have goals for him. It gets annoying when he starts complaining, which is often, and especially how much of a cry baby he is when I do independent things like go out with friends. I don't want to break up but I don't know what to do about his attitude.