If you decide you want to leave the club you are currently in, you can do so via the club settings located in the top-right of the club missions screen.

If you leave a club mid-season, you will lose your club mission progress as it will stay in your current club and not be transferred if you join a new club. 

Please note that if you are the founder and wish to leave your club, the next active player who has been a member of your club the longest will automatically become the founder.