There's currently no way to show a negative number and/or zero on the icon badge. This happens due to iOS limitations set by Apple: this number must always be positive. The rules also say the badge must come only in red.
On the positive side, there's a solution in the app - you can enable the alert in the app's settings to notify you when the temperature has passed zero. Just go to Settings and turn the Alert when temperature passes zero switch to ON.
If you have any question or suggestions - please let us know at email@example.com!