Penelope was born April 28, 1974, in Madrid, Spain. Raised in Madrid, Penelope is the daughter of an auto mechanic and a hairdresser, and the elder sister of her brother Eduardo and sister Monica. She was named in memory of a Joan Manuel Serrat song. Eduardo is a soccer player, and Mónica is a flamingo dancer.

Penelope was always fond of the arts, particularly ballet and jazz. Her passion for dance led to her decision to not graduate high school and instead focus her t....