They are actually zinc with a steel coating. Made only in 1943 to save copper for the war. Some coin collectors call them "Steelies"
Unfortunately, they're worth 16ยข each since the government made 700 million of them.
BYW, if you can ever find a 1043 copper penny, keep it. In any condition they are worth $10,000+. (They were made by one press operator who left one cartridge of copper in his press by accident).