It cost more than a penny to make one.
http://www.nytimes.com/2006/04/22/b...dea6fa38e&ei=5088&partner=rssnyt&emc=rss

The value of the copper in a penny is less than 2 tenths of a cent.
http://www.coinflation.com/
But look at the chart showing teh value of silver in different coins.