Calling a variable after underscore in Windows Command Prompt

In my batch file I am trying to call a variable after underscore. I assigned underscore to another variable and called both the variables and it works fine. Wanted to check if there is another way to handle this.

set /p X=Folder name:%=%
mkdir Delta_%X%

I did this:

set /p X=Folder name:%=%
set Z=_
mkdir Delta%Z%%X%