Do the back side of double-faced cards have a color?
Yes, they can have a color, and Ormendahl would be exiled.



Do you see the little black dot to the left of "Legendary Creature"?

That dot is called a color indicator, and means that the card is black. The CMC of the back of a double-faced card is the same as the front, which, in this case, is 0.



Here's another example of a black color indicator.