The Monte Carlo (MC) method has been widely implemented in studies of radiation effects on human genetic material. Most of these works have used specific-purpose MC codes to simulate radiation transport in condensed media. PENELOPE is one of the general-purpose MC codes that has been used in many applications related to radiation dosimetry. Based on the fact that PENELOPE can carry out event-by-event coupled electron-photon transport simulations following these particles down to energies of the order of few tens of eV, we have decided to investigate the capacities of this code in the field of nanodosimetry. Single and double strand break probabilities due to the direct impact of gamma rays originated from Co60 and Cs137 isotopes and characteristic x-rays, from Al and C K-shells, have been determined by use of PENELOPE. Indirect damage has not been accounted for in this study. A human genetic material geometrical model has been developed, taking into account five organizational levels. In an article by Friedland et al. [Radiat. Environ. Biophys. 38, 39-47 (1999)], a specific-purpose MC code and a very sophisticated DNA geometrical model were used. We have chosen that work as a reference to compare our results. Single and double strand-break probabilities obtained here underestimate those reported by Friedland and co-workers by 20%-76% and 50%-60%, respectively. However, we obtain RBE values for Cs137, AlK and CK radiations in agreement with those reported in previous works [Radiat. Environ. Biophys. 38, 39-47 (1999)] and [Phys. Med. Biol. 53, 233-244 (2008)]. Some enhancements can be incorporated into the PENELOPE code to improve its results in the nanodosimetry field.