As per Upstream advisory:

In the BN_hex2bn function the number of hex digits is calculated using an int
value |i|. Later |bn_expand| is called with a value of |i * 4|. For large values
of |i| this can result in |bn_expand| not allocating any memory because |i * 4|
is negative. This can leave the internal BIGNUM data field as NULL leading to a
subsequent NULL ptr deref. For very large values of |i|, the calculation |i * 4|
could be a positive value smaller than |i|. In this case memory is allocated to
the internal BIGNUM data field, but it is insufficiently sized leading to heap
corruption. A similar issue exists in BN_dec2bn. This could have security
consequences if BN_hex2bn/BN_dec2bn is ever called by user applications with
very large untrusted hex/dec data. This is anticipated to be a rare occurrence.

All OpenSSL internal usage of these functions use data that is not expected to
be untrusted, e.g. config file data or application command line arguments. If
user developed applications generate config file data based on untrusted data
then it is possible that this could also lead to security consequences. This is
also anticipated to be rare.

This issue affects OpenSSL versions 1.0.2 and 1.0.1.

OpenSSL 1.0.2 users should upgrade to 1.0.2g
OpenSSL 1.0.1 users should upgrade to 1.0.1s

This issue was reported to OpenSSL on February 19th 2016 by Guido Vranken.  The
fix was developed by Matt Caswell of the OpenSSL development team.