Your initial trip to NZ will be OK on a single ticket as you are on a WHV so you can either "hold a return ticket or sufficient funds to purchase such a ticket"
You can of course buy a "round the world ticket" from NZ but I'm not sure how valid it would be?
When you first arrive you will activate your WHV so with this type of visa, are you allowed to leave NZ and re-enter? If you can then I can't see a problem with the "round the world ticket" but otherwise you won't be able to get back to NZ on it.
Why / when are you planning on the "round the world" trip? For example, if you arrive in NZ and then decide to stay and apply for a normal Work visa / permit then you would be able to use the "round the world" trip.
Ian