Try using the Equalizer and the Dynamic Boost Effect, and make sure to check all volume-related settings, for your headphones, and basically for your entire system, first.
Most media players (e.g. VLC, WinAmp, Windows Media Player, MusicBee, Neutron) have all sorts of audio effects, like pre-amps and equalizers, built into them or available for free, which you can use for this purpose.
Some other options, like a browser extension, EarTrumpet/Volume² or EqualizerAPO, can be found at the end of the main troubleshooting list.
Apart from that, I don’t really know many other solutions.
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