Well, NZ bowling squad has some good and senior players but from others, only Guptil seems known to me. Maybe I have missed the new players. So, yeah, Bangladesh is quite favorite provided they had a good series against Aussies.
Not sure yet but possibly I will pick NZ because their bowling seems pretty good. Southee, Ferguson, Ish Sodhi is included in the team. However, if odds for Bangladesh gets increased, I will go with Bangladesh of course.
Maybe you haven't checked the New Zealand squad yet. The Black Caps are in Bangladesh now with a ‘B’ category team. They haven't sent any players in this series from their T20 world cup squad. None of those senior players (mentioned by you) are included In the squad. Personally I don't have much idea about their current squad but I will prefer to place my bet on team Bangladesh.
Mushfiqur Rahim is back in the team. Shakib Al Hasan and Mustafizur Rahman is the key bowler for Bangladesh. Their performance was impressive against Australia. The betting odds are made based on these facts. Here is the squad of New Zealand cricket team
Tom Latham(c), Tom Blundell(w), Will Young, Henry Nicholls, Colin de Grandhomme, Rachin Ravindra, Cole McConchie, Scott Kuggeleijn, Blair Tickner, Doug Bracewell, Ajaz Patel, Hamish Bennett, Jacob Duffy, Matt Henry, Finn Allen, Ben Sears
Edit: I think you have made your post based on the T20 world cup squad of New Zealand.