Try this:
zm --server ssl://eu.zec.slushpool.com  --port 4443 --user userName.workerName --pass workerpass

#  zm 0.5.8
#  GPU0 + GeForce GTX 1070         MB: 8192  PCI: 1:0
#  telemetry server started
#  encryption enabled
#  connected to: eu.zec.slushpool.com:4443
#  server set difficulty to: 001dca01dca01dca01dca01d...


it works for me