For example in NZ, the crimes amendment act 2003 allows for prosecution[1] of anyone who drops or sells 0day.[2]
It's one of those laws which has never been enforced, but probably would be if you made a nuisance of yourself.
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http://www.legislation.govt.nz/act/public/2003/0039/latest/D...
(Section 251 Making, selling, or distributing or possessing software for committing crime)
[1] "liable to imprisonment for a term not exceeding 2 years"
[2] The requirement is "the sole or principal use of which he or she knows to be the commission of a crime". However, gaining unauthorised or unlawful access to a computer system is a crime meaning exploits qualify.