PENELLOPE: the ESO data legacy program to complement the Hubble UV Legacy Library of Young Stars (ULLYSES) I. Survey presentation and accretion properties of Orion OB1 and $\sigma$-Orionis

The evolution of young stars and disks is driven by the interplay of several processes, notably accretion and ejection of material. Critical to correctly describe the conditions of planet formation, these processes are best probed spectroscopically. About five-hundred orbits of the Hubble Space Telescope (HST) are being devoted in 2020-2022 to the ULLYSES public survey of about 70 low-mass (M<2Msun) young (age<10 Myr) stars at UV wavelengths. Here we present the PENELLOPE Large Program that is being carried out at the ESO Very Large Telescope (VLT) to acquire, contemporaneous to HST, optical ESPRESSO/UVES high-resolution spectra to investigate the kinematics of the emitting gas, and UV-to-NIR X-Shooter medium-resolution flux-calibrated spectra to provide the fundamental parameters that HST data alone cannot provide, such as extinction and stellar properties. The data obtained by PENELLOPE have no proprietary time, and the fully reduced spectra are made available to the whole community. Here, we describe the data and the first scientific analysis of the accretion properties for the sample of thirteen targets located in the Orion OB1 association and in the sigma-Orionis cluster, observed in Nov-Dec 2020. We find that the accretion rates are in line with those observed previously in similarly young star-forming regions, with a variability on a timescale of days of <3. The comparison of the fits to the continuum excess emission obtained with a slab model on the X-Shooter spectra and the HST/STIS spectra shows a shortcoming in the X-Shooter estimates of <10%, well within the assumed uncertainty. Its origin can be either a wrong UV extinction curve or due to the simplicity of this modelling, and will be investigated in the course of the PENELLOPE program. The combined ULLYSES and PENELLOPE data will be key for a better understanding of the accretion/ejection mechanisms in young stars...