Participants and Actions
There are several People Options available in this Conversation. When you hover over the People button, you should see the Participants. You also have some Actions.

The Presentation Actions are:
Mute Audience
No Meeting IM
No Attendee Video
Hide Names
Everyone an Attendee
Invite by Email

6. Try It: Stop Presenting
Click on Stop Presenting.
Click on Hang Up (Red Phone).
Close the Conversation.

The Attendees will be notified that the show is no longer shared and that you are no longer in the Conversation.
(The donuts were all gone, any way.)

The remaining participants can continue the Conversation if they wish.

Lync-> Conversation->People ->Actions