What you suggest is the equivalent of selling the non-kosher wine. If it is asur behana’a,[1] what you describe is forbidden.
However, the status of regular, non-kosher wine is the source of a major dispute. There are two parts to the rabbinic prohibition of stam yeinam (wine which has been exposed to non-Jewish contact). One part is a prohibition to drink the wine, out of fear that such behavior might lead to intermarriage.[2] There is, at times, a Torah-level prohibition to benefit from wine, when it is involved in idol worship. Because these two prohibitions could be confused one with the other, Chazal added a second rabbinic prohibition of benefit on stam yeinam.[3]
Regarding stam yeinam’s rabbinic prohibition of benefit, the classic sources indicate that there is significant room for leniency in various cases. The Shulchan Aruch[4] states that non-Jews who are not involved in idol worship do not create a prohibition of benefit, only a prohibition of drinking. The Rambam[5] applies this rule to Moslems. Regarding religions with less perfect forms of monotheism, the situation is less clear.
The Rama[6] provides the “bottom line” for Ashkenazi Jews: “Nowadays, when it is uncommon for non-Jews to perform libations for purposes of idolatry, some say that a non-Jew’s touching of our wine does not prohibit benefit, [it] only [prohibits] drinking. Similarly, benefiting from their unsupervised wine (stam yeinam) is permitted. Therefore, one may take wine from a non-Jew as payment to prevent losing a debt or to prevent other losses (i.e., relating to transactions that he already performed). However, he should not initiate such sales in order to profit. There are those who are lenient even in such cases [to initiate], but it is proper to be strict.” The Chochmat Adam[7] concurs.
If your situation is that the present was received as a bonus from an employer or you are expected to reciprocate with a present of your own, etc., one could consider the sale of the wine a way to prevent loss. Additionally, nowadays, when there is little true idol worship, one can be more lenient regarding what kind of contact creates a full prohibition.[8]