This is the only one I can’t seem to find anything on and hours on google has proved to hit a dead end.
As a FF figure collector myself, I’ve noticed that particularly over the past seven to eight years the prices for FF miniatures has taken a bit of a hammering – possibly due in part to the depressed world economy at the moment, but also ironically because of SE’s move into marketing miniatures under their own ‘Figure Arts’ brand. As far as I’m aware, the most sort after and valued FF figures and statues are those made by Bandai, Banpresto and Kotobukuyia. Their availability was limited when they were in production and hence their price when they come up for auction is quite significant.
Sadly though, as far as I’ve seen, if it has ‘Square Enix Play Arts’ or ‘Figure Arts’ on the box, it’s not really worth as much (due simply to SE producing large runs of each figure line). It’s the whole supply and demand thing.
As for your figurine, if it’s what I think it is, it’s part of a line SE released about 2005ish of various summons/boss monsters (other figures in the range included Kefka’s final boss form, the Magus Sisters and Ifrit), and were quite common on the market. I see them come up for sale on eBay quite a bit, so checking the prices there might turn up a lead.
Incidentally there was a website which listed pretty much every piece of merchandise and figurine made for FFVII which listed some very obscure items on it, but sadly I can’t seem to remember the URL (and last time I checked it seemed to be having problems as most page links went nowhere).
Of course though it all comes down to if there is someone willing to buy it, but you never know, it might fetch some good money on auction (but again, it just comes down to how willing someone is to splash out on it).
But if that’s the case, then it’s probably no wonder I couldn’t find anything on it lol. I was able to find other monsters that’s part of the collection except for Bahamut; the only one I was interested in. It took me a while to find how much my Diablos, still in it’s box, from FF8 was (which ended up being worth a little more than $100USD) and a few other figures from the same game, but that was the second attempt with being about a 2 month gap from the first attempt and was agitated as to why I still couldn’t find anything on Bahamut.