Microsoft do not provide any means of converting an ex-FAT USB stick to NTFS.
I am by no means a computer expert but I have just successfully used "Mini Tool Partition Wizard" and found it to be a very simple process. As I am wary of using third party partitioning tools, I was very careful not to touch any other drive.
I have seen so many questions about converting ex-FAT to NTFS on the web along with numerous answers that simply do not work, with some answerers even suggesting that the stick acquired from eBay was a duff one.
I bought my 500GB USB stick from eBay and now, thanks to "Mini Tool Partition Wizard", it is working as well as any other stick and is even working on my HD TV