Oral Presentation Prize at a Conference
You should absolutely inform your co-authors

These people care about your career. They will be your recommenders, they will help you find jobs. People will ask them about your work. "Hey, I just won a big prize" is something I'd want to know if it was one of my students or postdocs - because I'd proceed to cheerfully show off the awesome work people in my lab are doing.

You can broach the subject of splitting the prize with them, but personally you did the presentation, and you won the award. If I was on the paper, I'd settle for a warm fuzzy feeling.