Black spot. Water with a good fungicide. Rose Clear seems to work. Collect up and dispose of any leaves which fall, not on the compost heap though.

And do it ASAP so that the Black spot doesn't spread.

I'm not sure what it is but it doesn't look like black spot to me. It's far too early for that anyway. It looks like the stems have the same problem and that it is powdery mildew. It's a fungus and is encouraged by dryness at the roots, s start by watering the rose well.Then spray leaves and stems with a decent fungicide such as Bayer Garden Fungus Fighter or Fungus Clear Ultra.