Coincidentally cha1 ("1" here means the first tone in pinyin) is a sexual innuendo alluding to sexual intercourse. The character itself, which means "to insert", has nothing to do with sex in normal usage though. And most importantly, there is virtually zero resemblance between the pronunciation of "change" and that of "cha1".
> to have sex (lit. insert).
> Source: a long list of Chinese profanity on Wikipedia.[0]
[0] https://en.wikipedia.org/wiki/Mandarin_Chinese_profanity