There was one that was up on ebay.ca last year, was starting in a few hundred dollars (perhaps it was $400/500) but I didn't see the outcome or know the seller or its authenticity if that helps at all !
After a bit of digging it seems one was up for sale a few years ago for $700 and Dengar of all the shrinkwrapped characters is somewhat easier (if you can use that word) to obtain than the others
I saw a carded Canadian shrink wrap figure sell on the bay a good while back it wasn't Dengar (it may have been a tie fighter pilot im unsure) but i remember it going for big money though somewhere around $1000 if that helps.