You can change that at https://mail.google.com/mail/u/0/#settings/labels https://mail.google.com/mail/u/0/#settings/labels by clicking show in System labels > S

You can change that at https://mail.google.com/mail/u/0/#settings/labels https://mail.google.com/mail/u/0/#settings/labels by clicking show in System labels > Spam (it becomes bold when it's activated.)