Is there a word for a great price paid in exchange for a great gain?
The term sacrifice is used to convey the giving of something important. Originally used to refer to gifts to gods, it is now used in any context of a great giving, usually for a highly valued gain.
How about Pyrrhic? It doesn't have an implication of necessarily great gain, but the great cost is there.
Wikipedia:
A Pyrrhic victory (/ˈpɪrɪk/) is a victory with such a devastating cost that it carries the implication that another such victory will ultimately lead to defeat.