A couple grand maybe. Honestly I've never seen one that nice for sale before so I don't really know. A much much lower grade copy went for $800 on ebay last week:
Weird Tales Dec 1932 auction
Jeff
A VG/FN one went for $5,377 on Heritage in September 2006.
So did the ebay buyer get a fantastic deal or did the Heritage buyer pay way too much. I recall a heritage auction last year where pulps were going for CRAZY money - after years of Heritage often being cheaper than ebay.
The Heritage buyer paid way too much, particularly since that copy appears to be overgraded. That one is from that crazy pulp auction last year with the All-Story Tarzan so it's not really representative. That price is, however, about what you might expect for a copy as nice as BZ's. The other two sales on Heritage are more typical ($717 for a VG and $507 for a GD+).
As far as comparing values between different collectible markets, several grand is a lot for a pulp, but yes it seems like a bargain compared to comic prices. If you consider the ultimate grail for pulps, the Tarzan All-Story, is about a $50,000 book compared to say $500,000 for a upper mid-grade Action 1 you get an idea of the difference - about one decimal point.
Jeff