I just found the solution with chat gpt. If useful for anyone here is the hook you can use on function.php :

function custom_price_filter_widget_step( $step ) {
// Modifier le pas (step) à 1€
$step = 1;

return $step;
}
add_filter( ‘woocommerce_price_filter_widget_step’, ‘custom_price_filter_widget_step’, 10, 1 );

Best regards