They were known as Y Graeca "Greek Y" and zeta (from Greek)—this discrepancy was inherited by many European languages, as in the term zed for Z in all forms of English, other than American English.
ðeɪ wɜː nˈoʊn æz wˈaɪ ɡɹˈiːkə "ɡɹˈiːk wˈaɪ" ænd zˈeɪɾə fɹʌm ɡɹˈiːk—ðɪs dɪskɹˈɛpənsi wʌz ɪnhˈɛɹɪɾᵻd baɪ mˈɛni jˌʊɹɹəpˈiən lˈæŋɡwɪdʒᵻz, æz ɪnðə tˈɜːm zˈɛd fɔːɹ zˈiː ɪn ˈɔːl fˈɔːɹmz ʌv ˈɪŋɡlɪʃ, ˈʌðɚ ðɐn ɐmˈɛɹɪkən ˈɪŋɡlɪʃ.