Millicas Gremory is the son of Sirzechs Lucifer and Grayfia Lucifuge, and the nephew of Rias Gremory. Although his father is Lucifer of the Four Great Satans, it is not applied to Millicas, as it is only required for Sirzechs, thus Millicas' family name is Gremory. After Rias, Millicas is next in line as family head. (Source: High School DxD Wikia)