Pilot flying DA-40 reported passenger door departed airplane in cruise flight. Pilot diverted and landed uneventfully.

Narrative

Today I was scheduled to fly Aircraft X. I was planning to fly from ZZZ to ZZZ1. As I did the preflight everything checked and seemed to be in normal working operation. I loaded all the bags and headed to the run-up pad where everything checked with no warning lights on the annunciator panel. After completion of the run-up I called Ground and taxi to Runway XX after taxing. I once again made sure that the airplane was ready to depart via the checklist. After departure and on the climb up to 7500 ft. everything was normal. After flying for about XX minutes I was visually scanning the cockpit to ensure everything was performing as it should when I noticed the door indicator light was on. After noticing the light I looked to the back door; which I saw the latch was undone. The door was wiggling about an inch in and out. After seeing this I proceeded to place my hand on the latch to pull the door back into the airplane and secure the door. The second I touched the latch; the rear door blew completely out of the plane. After the incident; I disengaged the auto pilot and reported to ZZZ Center that we just had a rear door blow out of the airplane; and advised that I was going to divert to ZZZ2. The plane was behaving as normal; but just with a lot of wind entering the cockpit. After that; I had my passenger secure the baggage in the rear of the airplane. I then proceeded to call up the Unicom at ZZZ2 and informed all aircraft that I had had a rear door blowout and requested priority landing on Runway YY. After landing I proceeded to the ramp and shut off the plane. I then stepped out of the plane and assessed the damage. The rear door was gone; but I and my passenger were not injured. Throughout this experience I learn to keep your situational awareness up at all times. Make sure all latches are closed and secured before departing and in flight. Keeping your eyes on the annunciator panel for any problems that may arise. Throughout this event I have learned that it may be best to lock the rear door before departure. This way it will always be shut and you will never have to worry about a situation involving doors ajar. Furthermore I will research the proper procedures of what to do and not to not to do when a situation arises. Overall this experience will definitely remind me of my situational awareness and to continue visual scans of the flight instruments on the ground as well as in flight.