Penny's game involves running and power, similar to Matt Bowen, Gareth Raynor and Mark Calderwood.
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After a Challenge Cup tie against St Helens, his play on the wing was compared by BBC commentator Ray French to Saints' South African wing of the 1960s, Tom van Vollenhoven.
On 7 August 2007 Tevita Leo-Latu received a six-match ban for making a racist remark toward Warrington's Kevin Penny on 17 June earlier that year.
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