Yes, it's pedantic, but I think you're right. A price of $0 should mean that people are buying and selling for $0, which isn't as stupid as it sounds because prices (of some things at least) can be negative, so why shouldn't they sometimes be exactly zero?
If there is no prospect of people buying and selling the thing any more, or the thing doesn't even exist any more, then the price went to $NaN, obviously!
If there is no prospect of people buying and selling the thing any more, or the thing doesn't even exist any more, then the price went to $NaN, obviously!