Not able to use my pen drive

Hello,

I have a 32 GB pen drive of HP. I was trying to make bootable using RUFUS. Something happened and RUFUS was not able to make the pendrive bootable. But this also disturbed something. and I am not able to use my pendrive now.
I tried to format it, but it said windows cant format this pendrive.
I used a tool called EaseUS to delete and rellocate volume again but this was also not successful. The situation right now is that disk management is showing all of the memory as free space, but I can't use it.

I can't see the option to open my pendrive in "this PC" of my windows 10. If I click on create new volume, new volume is not created. If I click on delete partition, it gives the following message - https://imgur.com/YLW0DMi

Screenshot of disk management - https://imgur.com/ifFQuVv