Font.Underline (Excel)

Returns or sets the type of underline applied to the font. Possible return values are xlUnderlineStyleDouble - Double thick underline, xlUnderlineStyleDoubleAccounting - Two thin underlines placed close together, xlUnderlineStyleNone - No underlining, xlUnderlineStyleSingle - Single underlining, xlUnderlineStyleSingleAccounting - Not supported.

Can be one of the XlUnderlineStyle constants.

Underline Style values 

ActiveCell.Font.Underline = xlUnderlineStyleDouble

You can see what current value for the Underline Style is from the Code VBA add-in Object menu in the tooltip.

Underline Style current value