Ultra Long Period Cepheids (ULPs) are pulsating variable stars with a period longer than 80d and have been hypothesized to be the extension of the Classical Cepheids (CCs) at higher masses and luminosities. If confirmed as standard candles, their intrinsic luminosities, 1 to 3 mag brighter than typical CCs, would allow to reach the Hubble flow and, in turn, to determine the Hubble constant, H_0, in one step, avoiding the uncertainties associated with the calibration of primary and secondary indicators. To investigate the accuracy of ULPs as cosmological standard candles, we first collect all the ULPs known in the literature. The resulting sample includes 63 objects with a very large metallicity spread with 12 + log([O/H]) ranging from 7.2 to 9.2 dex. The analysis of their properties in the VI period-Wesenheit plane and in the color-magnitude diagram (CMD) supports the hypothesis that the ULPs are the extension of CCs at longer periods, higher masses and luminosities, even if, additional accurate and homogeneous data and a devoted theoretical scenario are needed to get firm conclusions. Finally, the three M31 ULPs, 8-0326, 8-1498 and H42, are investigated in more detail. For 8-1498 and H42, we cannot confirm their nature as ULPs, due to the inconsistency between their position in the CMD and the measured periods. For 8-0326, the light curve model fitting technique applied to the available time-series data allows us to constrain its intrinsic stellar parameters, distance and reddening.
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