Access Denied Error on Win while RocksDB open

I am getting the following error while trying to open RocksDB on Windows 10.

The error message is as follows:
Failed to rename: C:\Users<path-to-rocksdb>/000212.dbtmp to: C:\Users<path-to-rocksdb>/CURRENT: Access is denied.

I am using RocksDB v7.4.5.

I have admin privileges and have full access control on the directory where I am trying to create the DB.

Under what circumstances, we run into the above scenarios? Is there any workaround? How will I fix this issue? Please advise.