If it's the volume of the phone (voice) I don't think you can do anything, at least just.
For music, there are multiple apps on the store, like Volume booster, I haven't tested any because the volume suits me so I can't tell you if there is one that works, it depends on the phones.
The volume depends on the impedance (Ohms) of your headphones, low (8-16-32) gives a louder volume, high (64, 128, +200) gives a lower volume