The bathhouse in the opening scene is the same one as the one used in John Wick. John Wick also starres Toby Leonard Moore who plays Bryan Connerty on Billions.
The liquor that Chuck offers Wendy here is the multi-award winning Kavalan Solist Vinho Barrique Single Cask Strength, Single Malt Whiskey from Taiwan. Official site describes it as "A rich fusion of vanilla and caramelized sugars with dark chocolate on top. Ripe melon and mango together with kiwi and a delicate blend of citrus fruits burst. Pepper is also present in the background waiting to be noticed." ABV is rated as 50-59.9%.