  We study the optical-UV/X-ray spectral energy distribution of GRB 060218
during the prompt phase and during what seems to be the afterglow phase. The
results are puzzling, since if the opt-UV and the X-ray emission belong to a
single backbody (BB), then its luminosity is too large, and this BB cannot be
interpreted as the signature of the shock breakout of the supernova. There are
also serious problems in associating the emission expected by the supernova
shock breakout with either the opt-UV or the X-ray emission. In the former case
we derive too small ejecta velocities; in the latter case, on the contrary, the
required velocity is too large, corresponding to the large radius of a BB
required to peak close to the UV band. We then present what we think is the
most conservative alternative explanation, namely a synchrotron spectrum,
self-absorbed in the opt-UV and extending up to the X-ray band, where we
observe the emission of the most energetic electrons, which are responsible for
the exponential roll-over of the spectrum. The obtained fit can explain the
entire spectrum except the BB observed in the X-rays, which must be a separate
component. The puzzling feature of this interpretation is that the same model
is required to explain the spectrum also at later times, up to 1e5 s, because
the opt-UV emission remains constant in shape and also (approximately) in
normalisation. In this case the observed X-ray flux is produced by self-Compton
emission. Thus the prompt emission phase should last for ~1e5 s or more.
Finally, we show that the BB observed in X-rays, up to 7000 seconds, can be
photospheric emission from the cocoon or stellar material, energized by the GRB
jet at radii comparable to the stellar radius (i.e. 1e10-1e11 cm), not very far
from where this material becomes transparent (e.g. 1e12 cm).
