How to exit a memory in Assassin's Creed: Revelations?

I may be at a spot where exiting isn't possible (it's the first memory I've tried to leave). I'm doing a (spoiler alert, I guess?) Sophia memory where you have to

get the Apple from Abbas.

I decided I wanted to run around Constantinople for a bit before I do this annoying level, but I can't find the option to leave the memory.

Am I missing something here? I can't see the option in the menu.

Alternatively, if I were to pick another memory to replay (if this is possible) would I then be thrown back into free-roam, where I want to be?

Hopefully that made sense. Thanks for your help.

Solution 1:

For me I just went into the menu and clicked on the option for "Abort Memory" when I was in the mission.