I don't know where it came from, but it is very unusual to see a recently hatched butterfly at the end of December. Some butterflies overwinter as an (they are "frozen" but have substances that avoid crystallization in their body) adult (e.g. peacock butterfly = Tagpfauenauge), some as a pupa (e.g. swallowtail butterfly = Schwalbenschwanz), some even as a caterpillar (e.g. gossamer-winged butterflies = Bläulinge or purple emperor [Apatura iris] = Grosser Schillerfalter) or as an egg (e.g. mountain Apollo [Parnassius apollo] = Apollo Falter) - or they migrate (e.g. painted lady (butterfly) [Vanessa cardui] = Distelfalter or red admiral [Vanessa atalanta, syn. Pyrameis atalanta] = Admiral).