Extreme high-energy peaked BL Lac objects (EHBLs) are a new emerging class of blazars. The typical two-hump structured spectral energy distribution (SED) is shifted to higher energies with respect to other more established classes of blazars. Multi-wavelength observations allow us to constrain their synchrotron peak in the medium and hard X-ray bands. Their gamma-ray emission dominates above the GeV gamma-ray band, and in some objects it extends up to several TeV (e.g. 1ES 0229+200). Their hard TeV spectrum is also interesting for the implications on the extragalactic background light indirect measurements, the intergalactic magnetic field estimate, and the possible origin of extragalactic high-energy neutrinos.
Up to now, only a few objects have been studied in the TeV gamma-ray range. In this contribution, we will present the new detection of the EHBL object PGC 2402248, recently discovered in TeV gamma rays with the MAGIC telescopes. The analysis results of a set of multi-wavelength simultaneous observations up to the VHE gamma-ray band provide the broad-band SED of the blazar, which will be used to probe different emission models. Given the extreme characteristics of this blazar, constraints on the physical parameters within the framework of leptonic and hadronic models are derived.