I assume that "1240" is supposed to be 1940. After that, It all depends on condition and the definition of complete. Are you counting 1922-? Double dies? Proofs? Assuming only regular mints, the price range is probably $500 (not very nice set) to $2,000,000+ for the best out there.
In my response, I changed the 1909-1240 Dates to 1909-1940 which would be correct! Go to http://www.pcgs.com then go to the PCGS Price Guide and click on Lincoln Cents (1909-1958). The pricing for complete sets are at the top but you will have to subtract the values of the coins that you don't have. Understand, that the prices that PCGS gives are generally for PCGS certified and graded coins and may be 10% to 15% above actual Coin Market values. You can also sign into eBay and search complete auctions for other complete Lincoln Cent Sets or Collections to see what they sold for! Good luck...Frank
Jewels: First, welcome. Second, you have to give more information for a some-what intelligent response. Examples: 1909 to 1940, all uncirculated. or all Good condition or Fine or whatever. But at least the key dates have to be described, they (the 1909 S VDB, 1909 S, 1914 D and 1931 S) will vary greatly in value by grade. Sorry, but I'll bet that this is another one post wonder.