I just bought a S&W 940 with serial sbnu352x.
The 940 was introduced after S&W began using a three letter-four digit serial number system, so the serial number shown has one too many letters.
At a guess, if the s/n is actually BNU352X it would date to around early 1993, although SCSW says there are gaps in the s/n ranges and numbers were on occasion used out of sequence.
Again at a guess, you mention it came in a box, if the box is made of cardboard it would date to pre-1996, as in 1996 S&W began shipping in plastic cases.
Most 940s were made in 9mm Parabellum and shipped with moon clips. There were also 300 made in .356TSW but these were all numbered in the APC s/n range.