The sharp upper bound is relatively easy to find: $$|e^z - 1| = \left|\sum_{n = 1}^\infty \frac{z^n}{n!} \right| \leq \sum_{n = 1}^\infty \frac{|z|^n}{n!} = e^{|z|} - 1 = e - 1$$ and it is attained at $z = 1$.
I am wondering if there is a simple way to obtain a positive lower bound.
I am suspecting a sharp lower bound is $(1 - 1/e)$ but I cannot prove it. I was told that $(3 - e)$ is a positive lower bound, but I could not prove it neither.
Remark: One can do some horrible single variable calculus by writing $z = e^{it}$, where $t \in [0, 2\pi]$ but I would like to know if there is another (possibly much simpler) way to find a nontrivial lower bound.
Edit: It seems that I got many answer like the following but they are deleted by the author very soon. I think it is a good idea to show a wrong attempt so I put it here:
Putting $z = e^{it}$, then
\begin{align*}|e^z - 1|^2 & = |e^{2 \cos t} - 2e^{\cos t} \cos (\sin t)) + 1| \\ & \geq |e^{\cos t} - 1|^2 \\ & \geq (1 - 1/e)^2 \end{align*}
The last estimation is WRONG when $t = \pi/2$.
(End of edit)