New version of zsh still shows old value of $SHELL variable

I have recently upgraded zsh 5.7.1 to zsh 5.9 and I have two zsh executables now at /bin/zsh (the old one) and at /usr/local/bin/zsh. I have changed my login shell in the general properties dialog of the terminal app to the new path, too.

When I open a new terminal window and do echo ZSH_VERSION I get the expected 5.9. But when doing echo $SHELL I still get the old path.

How can that be fixed? My OS is Catalina.