As you may already know, Microsoft is frequently introducing new features and services to his cloud services.
As part of these new features/services, an update on the contextual menu in OneDrive for Business now allows user to copy/move items within his own space(at this time, this option is ONLY available on OneDrive for Business, not to other SharePoint Online sites)
And it work also if select multiple items
Be careful the default option is a MOVE operation; to make a copy you have to check the box below the destination folders list.