Loop through the global:
<select>
<?php foreach ( $GLOBALS['wp_registered_sidebars'] as $sidebar ) { ?>
<option value="<?php echo ucwords( $sidebar['id'] ); ?>">
<?php echo ucwords( $sidebar['name'] ); ?>
</option>
<?php } ?>
</select>
Note:
The ucwords()
function is only there to display it exactly as you asked. Not sure if you really want that.
How to access global arrays & objects:
Anyway: Your Q mostly is about how to access arrays. I wrote a Q about that (for further explanation). Please take a look over here.