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