It's not directly harmful to women, it's risky for a male foetus.
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'Propecia' is contraindicated for use in women due to the risk in pregnancy
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Because of the ability of type II 5α-reductase inhibitors to inhibit conversion of testosterone to dihydrotestosterone (DHT) in some tissues, these drugs, including finasteride, may cause abnormalities of the external genitalia of a male foetus when administered to a pregnant woman.
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Crushed or broken tablets of 'Propecia' should not be handled by women when they are or may potentially be pregnant because of the possibility of absorption of finasteride and the subsequent potential risk to a male foetus. 'Propecia' tablets are coated to prevent contact with the active ingredient during normal handling, provided that the tablets are not broken or crushed.
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A small amount of finasteride, less than 0.001% of the 1 mg dose per ejaculation, has been detected in the seminal fluid of men taking 'Propecia'. Studies in Rhesus monkeys have indicated that this amount is unlikely to constitute a risk to the developing male foetus
The drug has been trialled in post-menopausal women...
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Lack of efficacy was demonstrated in post-menopausal women with androgenetic alopecia who were treated with 'Propecia' in a 12 month, placebo-controlled study (n=137). These women did not show any improvement in hair count, patient self-assessment, investigator assessment, or ratings based on standardised photographs, compared with the placebo group.