Recent observations of hot plasma in Earth's magnetotail and magnetosheath demonstrate nonlinear sub-ion scale magnetic holes, spatially localized dips of magnetic field intensity. These structures resemble magnetosonic solitary waves, but do not include any significant density perturbations. Instead, the magnetic field depression is balanced by hot electron pressure. This study aims to investigate linear modes of hot plasma with two electron components, hot and cold, to find a mode sharing properties (propagation direction, velocity, polarization and density/temperature perturbations) of observed sub-ion scale magnetic holes. The linear analysis of three-component plasma (ions, hot and cold electrons) shows an electromagnetic mode with slow, nearly cross field propagation and absence of density perturbations. Compressional perturbations of the magnetic field in this mode are balanced by hot electron pressure perturbations. This mode resembles the electron acoustic mode with cross field propagation in hot plasma with a significant magnetic field perturbation and can be called electron magnetosonic mode. We discuss properties of this mode in comparison with spacecraft observations.