What are the dangers of cocaine? Is the effect different for women?

Many, and the same. Cocaine increases heart rate and blood pressure, and can cause stroke and heart attacks, heart arrhythmias and chest pain. It can precipitate psychotic behaviors (hallucinations, paranoia, delusions) and increases aggression and violence. It damages the nose when snorted, the lungs when smoked, and if used IV is associated with spreading/catching aids, hepatitis and other infections. Same in both.
Death. Cocaine is a vasopressors causing vasoconstriction of the coronary arteries which may lead to heart attacks, serious arrhythmias and death.Episodic Cocaine use leads to short-lived states of autonomic arousal. Chronic use can lead to scarring of heart tissue and myocardial hypertrophy, with increased myocardial calcium content resulting in an increased risk for lethal arrhythmias and sudden death.