Here is a list of 16 natural and human made/ processed substances which are the most expensive in the world.
16. Saffron - $11/gram
15. Gold - $56/gram
14. Rhodium - $58/gram
13. Platinum - $60/gram
12. Methamphetamine - $100/gram
11. Rhino Horn - $110/gram
10. Heroin - $130/gram
9. Cocaine - $215/gram
8. Lysergic Acid Diethylamide (LSD) - $3000/gram
7. Plutonium - $4000/gram
6. Painite - $9000/gram
5. Taaffeite stone - up to $20000/gram
4. Tritium - $30000/gram
3. Diamonds - $55000/gram
2. Californium 252 - $27 million/ gram
1. Antimatter - 6.25 Trillion/ gram
Antimatter is composed of antiparticles, which have the same mass as particles of ordinary matter, but have opposite charge and other particle properties. When particles and antiparticles meet, there is a larger release of energy, in the form of high-energy photons (gamma rays), neutrinos, and lower-mass particle–antiparticle pairs.
The reason antimatter is so expensive is that it's very, very hard to make, and does not last long in our regular-particle-filled world: antimatter is currently made in batches that are measured by the number of atoms, and lasts only minutes. The Science Channel website gives one specific hypothetical use of antimatter: long-distance space travel.