We investigate the electronic and rotational Raman optical nonlinearities as well as ionization of CO2, which is one of the frequently-used molecules in nonlinear optics, using single-shot spatio-temporally-resolved frequency-domain holography (FDH). As a reference, we also perform FDH measurements using N2O whose optical nonlinearities have been studied with single-shot methods previously. Our FDH experiments show that CO2 exhibits overall smaller optical nonlinearities than N2O but has a higher ionization threshold. Furthermore, the FDH results on the delayed rotational Raman response of the molecules are supported by spectral broadening experiments in a gas cell. Our study shows that CO2 is a highly-nonlinear molecule which is comparable to N2O due to a combination of high Raman nonlinearities and high ionization threshold.