Penelope eyed him with both interest and caution. The main reason for being uninterested in information about him was because it was coming from him directly. A thief like him could easily spin some sort of lie. If she was going to get information, it was likely better to get it somewhere other than the criminal himself. 

For now, she decided to just play along. She could always decide later how trustworthy his words were. Penelope met his gaze for a moment. That glittering amusement in his eye wasn't quite helping build any crediblity with her in this situation. "That's not surprising." Penelope mused before continuing, "So then, what is your real name?" 

(Sorry it's so short >.<)