A: - Look! There is a centipede on the table!
B: - (interjection)!
A: I woke up to find a centipede in my hair. (creepy / frightening )
A: I had almost finished my salad when a centipede crawled out from under a lettuce leaf. (disgusting)
As the other answers have mentioned, eek (with long E as in "bleak") expresses fright, while yuck expresses disgust; I think ugh may also be suitable, depending on context: it can express both disgust and contempt.