These steroids are called steroidal hormones.
Steroid hormones possess numerous activities.
In fact they are so important that absence of these hormones may be lethal. Let us look at a simplified picture of how these steroids are biosynthesized in our body. As might be apparent from this figure, the interconversion occurs between male and female sex hormones. Thus the process occurs in both males as well as females ensuring that each one of us has all these steroids. It turns out that females have more estrogens and progesterones than males while androgens are present to considerably greater extent in males than in females.