Double integral with absolute function

Question

If we have a double integral that $$ \frac{1}{2\theta} \int_{x_2 - \theta}^{x_2 + \theta} \int_{x_1 - \theta}^{x_1 + \theta} \exp\Big(- \frac{|z_1 - z_2|}{\phi}\Big) dz_1dz_2, $$ where $x_i, z_i \in\mathbb R$, I think that it may be good to pass $$ d = x_1 - x_2 $$ into the integral but I don't know how to deal with the lower and upper bound in double integral.