I found several styles for which I could not find documentation, but they work for me, for instance,
SELECT CONVERT(CHAR(50),CURRENT_BIGDATETIME(),138)
May 8 2019 4:47:55.706489PM
Here are the styles I found and what their output looks like:
Style Output
36 4:34:28.070375PM
37 16:34:28.073989
38 May 8 19 4:34:28.077720PM
39 May 8 19 16:34:28.081418
40 19-05-08 16:35:41.892544
136 4:37:10.291454PM
137 16:37:10.295289
138 May 8 2019 4:37:10.299460PM
139 May 8 2019 16:37:10.304023
140 2019-05-08 16:37:10.308430
141 May 8 2019 4:37:10.312575PM
(this is on Adaptive Server Enterprise/15.7...)