Almost all plants have a modified leaf called a bract below each flower bud. You could also say leaves are modified bracts... the chicken-egg issue. It's called a subtending bract. In some species they're so small as to be almost invisible. In others they're very large, as in Euphorbia pulcherrima, the poinsettia; its red "petals" are actually enlarged bracts/leaves that intergrade with the green leaves.
__________________ May the bridges I've burned light my way.