The cache is not at the roof of Tennispalatsi. Do not climb! It is about 50 meters from the reference point.
Helsinki centre is hollow like a Swiss cheese. A great deal of the underground space is reserved for parking, but there are also many underground pedestrian connections and shopping malls. The Railway station, shopping malls Forum, Kamppi and City-Center and department store Stockmann are all connected to each other. Actually this underground network extends all the way to Kluuvi and Kaisaniemi, but the most distant parts are for service traffic only. Obey the signs. If you go under ground here, you can reach geocaches GCZG0F, GCJEMP, and some others too without popping up on the ground earlier than about 50 meters from the cache. Very handy on bad weather!
Actually the exact direct distance to GCZG0F is 758 m, and to GCJEMP is 719 m. This should define the location precisely enough, because their exact coordinates are available, but for your convenience the directions are 119,0 degrees and 064,5 degrees respectively. Refer to your GPSr manual at “projected waypoint”.
The cache is micro size, but can hold one smallish geocoin or one tiny travel bug at a time. Make sure, you return the cache in the intended way. The hiding method is perhaps not very unique, but there is an assembly instruction in the cache box, just in case.