Your rose bud looks fine - but it never opens. There are probably thrips in your roses, sucking the life-nectar out of your poor blooms!
Thrips are thin, yellowish insects that live beneath a rosebud and suck the juicy nectars from it as it grows. The poor rose bloom never gets a chance to actually open up and show its stuff.
If you see thrips have invaded your rose plants, cut off the blooms that have been infected, and look for a pesticide that mentions thrips on its list. Use as directed.

