No. Panic attacks are terrifying but not a physical danger, hard as that is to believe for the person having one. The sensations of not being able to breathe or that one's heart is going to burst are not actually going to happen. However, untreated, they can markedly affect daily life, because typically become more and more isolated and withdrawn, trying to avoid having another one.
Bad not dangerous. Panic attacks are very uncomfortable to say the least, but they are not dangerous to your health. These attacks are really an attempt of your body to get as prepared as possible for a real or imagined threat. Only when they are too frequent and intense they will end up affecting your physical resources exhausting you. Not being able to control them can make you feel very frustrated and depressed.