Thanks for your help 
It worked for me with the following code (its in german):
alias: Heizung_aus_bei_offenem_Fenster
description: โโ
trigger:
- type: opened
platform: device
device_id: XXX
entity_id: binary_sensor.door_window_contact_door_window
domain: binary_sensor
id: offen - type: not_opened
platform: device
device_id: XXX
entity_id: binary_sensor.door_window_contact_door_window
domain: binary_sensor
id: geschlossen
condition: []
action: - choose:
- conditions:
- condition: trigger
id: offen
sequence: - service: scene.create
data:
scene_id: Zustand_vorher
snapshot_entities: climate.tze200_hue3yfsn_ts0601_c08c71fe_thermostat - service: climate.set_hvac_mode
data:
hvac_mode: โoffโ
target:
device_id: XXX
- condition: trigger
- conditions:
- condition: trigger
id: geschlossen
sequence: - service: scene.turn_on
data: {}
target:
entity_id: scene.Zustand_vorher
default: []
mode: single
- condition: trigger
- conditions: