We are interested in a 2D propagation medium which is a localized perturbation of a reference homogeneous periodic medium. This reference medium is a "thick graph", namely a thin structure (the thinness being characterized by a small parameter $\varepsilon$ > 0) whose limit (when $\varepsilon$ tends to 0) is a periodic graph. The perturbation consists in changing only the geometry of the reference medium by modifying the thickness of one of the lines of the reference medium. The question we investigate is whether such a geometrical perturbation is able to produce localized eigenmodes. We have investigated this question when the propagation model is the scalar Helmholtz equation with Neumann boundary conditions . This amounts to solving an eigenvalue problem for the Laplace operator in an unbounded domain. We use a standard approach of analysis that consists in (1) find a formal limit of the eigenvalue problem when the small parameter tends to 0, here the formal limit is an eigenvalue problem for a second order differential operator along a graph; (2) proceed to an explicit calculation of the spectrum of the limit operator; (3) deduce the existence of eigenvalues as soon as the thickness of the ladder is small enough and construct an asymptotic expansion of the eigenvalues with respect to the small parameter. Following this approach, we prove the existence of localized modes provided that the geometrical perturbation consists in diminishing the width of one rung. Using the matched asymptotic expansion method, we obtain an asymptotic expansion at any order of the eigenvalues, which can be used for instance to compute a numerical approximations of these eigenvalues and associated eigenvectors.