Sure, it's worth something. But, probably not as much as we would hope!. I have found some in searches that are already opened. Their value is under $10.00. There may be some exception out there, but I haven't found it yet. Is it unusual in any way, like in the shape, or the color being anything other than green?
The fact that your bottle is unopened and presumably still has a label on it(?) would make it have somewhat of a higher value. But, it is a Perrier water bottle. There have been a godzillion of them made, so that is probably why there value is not so high.
Below are a couple of links for examples:
Perrier, Bottles items on eBay.com NICE VINTAGE GREEN GLASS PERRIER WATER BOTTLE ON BOTTOM - (eBay item 110128088033 end time Oct-13-07 16:53:54 PDT)
I'm not really sure about the carbonation part.
I am wondering how you know the bottle dates from the 1940's, please?