From the ZERO dashboard, you can go to Settings -> System preferences and select Wipe device. After confirming the ZERO will be reset to the factory settings. If you upgraded the firmware on your ZERO it will not be downgraded after wiping your device, as downgrading the firmware is not possible.
The ZERO will also be wiped after 10 wrong PIN attempts.
If you have fingerprint authentication enabled to unlock your ZERO, you will get the option to wipe the ZERO after 5 failed attempts.