Hello! I've been re-watching the series, and I'm currently into Volume 2. After finding out that Penny's a robot, and Ruby just says that it doesn't matter, because Penny has a soul, a thought occurred. No matter how advanced a system is, even if it becomes self-aware, it can't have a soul. Yet, somehow, Penny does. I then remembered about the Relics. There is the relic of Creation in Atlas, Destruction in Vacuo, Knowledge in Mistral, and Choice in Vale. Even after the reveal of the relic of Knowledge, we still don't know exactly what the relics can do.
When I knew that Penny had a soul, I realized something. Penny was 'born' in Atlas, where the relic of creation is. While we don't know who the winter maiden is, or what the relic of creation can do, it may be safe to assume, in this theory, that it may be capable of giving Penny a soul. Assuming that Ironwood had the winter maiden open the vault, easily accessed by his position of headmaster of Atlas Academy, Ironwood could have used the Relic to give Penny her soul.
For a frame of reference, something similar happened in Green Lantern: The Animated Series. In the second season, it is revealed that Aya was created using part of the Green Lantern Central Battery to give her life.
In summary, I believe that perhaps during Penny's creation, the Relic of Knowledge was used to give her a soul, and therefore aura.