Just like there is little difference in the look and feel, bamboo and Tencel tend to be around a similar price. The variety in cost will therefore depend on the brand. Bigger bedding brands may be able to charge more than others because of quality and material processes.
That being said, Tencel should cost more than bamboo because the sourcing of materials and manufacturing uses more sustainable practices. This might be something to keep in mind when buying. It's possible to buy cheap bamboo or eucalyptus (Tencel) bedding sets from Amazon, Target, or other retailers, but you should check the specs to see whether they use the Tencel trademark and what chemical processes are involved.
Generally bamboo and Tencel are more expensive than cotton or polyester bedding. But it's always worth investing in better sleep, and a better environment.