I don't believe The Royal Mint
produced any proof standard 1933 pennies. If they did, they would be worth lots. There are about 7 or 8 known circulation coins, and about the same of the patterns for this year - all worth mega bucks.
BUT there are now tons of modern replicas/fakes of these around. If these are what you are referring to, then no - not much value. No genuine collector would touch them, except as a token gap-filler for a few pounds.
If anyone shows you a 1933 penny, unless it comes with cast iron provenance, it's a fake. No amount of examination can prove it otherwise - even The Royal Mint
has admitted they can't tell some of them apart anymore.