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TWRoO said:

fauzman is right, the continent N.Z is in is usually called Australasia, or Oceania (I think there may actually be slight differences in the territories of those two, but they both include Australia and New Zealand)

Neither Australasia nor Oceania are continents. They are two different geographic regions, each covering a subtly different set of countries, including some that are considered part of Asia (which is a continent).

The continent that contains Australia is called Australia. Not Australasia, not Oceania, but Australia. Sometimes, it's referred to as Meganesia, but that's not the common name for it.