Max Life Insurance — Fraudulent call regarding agent getting the bonuses

I got a call yesterday from a lady stating that she is from Max life insurance and she stated my policy details along with other things which were correct. She said my policies are having bonuses which are being credited to the agents. To stop doing so I need to link the policy with my customer code for which I need to purchase another policy so that i will get a customer code. I sent the documents that she asked and I got a OTP for the new policy. She asked for it and told me to make the payment and share the screenshot. Now I got to know that it was complete fraud. What should I do now. I want the new policy to be cancelled and my premium refunded. Please help me.