I Found a Zero Day

->Hello, I came here on advice on what to do after finding a zero day for a program for windows.

->It gets the exploiter admin rights and is remote.

->I haven't written an exploit yet, due to not having any information on how the exploited software works, my knowledge of this vulnerability is bare minimum, I only know that I managed to overflow the memory somewhere.

->Would it be possible for me to sell this information about the vulnerability or should I first actually develop an exploit and then sell it.

->I am not entirely sure what kind of vulnerability it is but I think it is a buffer overflow(no idea if it is heap or stack). How can I find out details of the memory and develop an exploit for it. I know how to write exploits but the software is closed source and I got nothing to look at.