  Extreme high-energy peaked BL Lac objects (EHBLs) are an emerging class of
blazars. Their typical two-hump structured spectral energy distribution (SED)
peaks at higher energies with respect to conventional blazars. Multi-wavelength
(MWL) observations constrain their synchrotron peak in the medium to hard X-ray
band. Their gamma-ray SED peaks above the GeV band, and in some objects it
extends up to several TeV. Up to now, only a few EHBLs have been detected in
the TeV gamma-ray range. In this paper, we report the detection of the EHBL
2WHSP J073326.7+515354, observed and detected during 2018 in TeV gamma rays
with the MAGIC telescopes. The broad-band SED is studied within a MWL context,
including an analysis of the Fermi-LAT data over ten years of observation and
with simultaneous Swift-XRT, Swift-UVOT, and KVA data. Our analysis results in
a set of spectral parameters that confirms the classification of the source as
an EHBL. In order to investigate the physical nature of this extreme emission,
different theoretical frameworks were tested to model the broad-band SED. The
hard TeV spectrum of 2WHSP J073326.7+515354 sets the SED far from the energy
equipartition regime in the standard one-zone leptonic scenario of blazar
emission. Conversely, more complex models of the jet, represented by either a
two-zone spine-layer model or a hadronic emission model, better represent the
broad-band SED.
