Hi, nihaal!
According to what's on the following site, it can have a number of different names.
Underscore - Wikipedia, the free encyclopedia
Below, is a quote from that site.
The underscore [ _ ] (also called understrike, low line, or low dash) is a character that originally appeared on the typewriter and was primarily used to underline words. To produce an underlined word, the word was typed, the typewriter carriage was moved back to the beginning of the word, and the word was overtyped with the underscore character.
Thanks!