Found a larva in my broccoli, is it a Small White (Pieris rapae)?
It definately looks like a Pieris rapae larvae, which are distinct from larvae in closely related common species as e.g. Pieris napi and Pieris brassicae. However, I'm not a lepidopterist and there might be related rarer species I'm not aware of, especially since you don't know where the broccoli is from. However, Pieris rapae is found basically all over the world as native or introduced (native in Europe, Asia, Africa and introduced in e.g. Ameria and Australia) and is a pest species of cabbage (including broccoli) so it is a very good fit.