I am curious to now how much they cost to produce.
While I'm sure that Drew can speak to this better than I can I feel like I have some first hand knowledge to share. I was actually a part of the beta process for Cardas and I can tell you that the amount of time that they spent developing these plugs was not insignificant, think years. Also the connector and strain relief went through multiple revisions/prototypes before the final design was settled on. So while the manufactured cost is probably quite low now that they have completed all of the R&D if they didn't recoup that cost they'd go out of business.
Are they expensive, yup, but you can build some sweet cables with them.
[edit]And before someone asks, no, I don't build Senn cables for sale. I have a couple friends who have them and that's what you're looking at.
I thought jacks are way harder to build and they cost 2€.
The final price is also directly related to how many of them they have to sell in order to reach the break-even payback point. My guess is that they sell a lot more jacks with a lot more consistency so they can afford to have a smaller pack back per unit because they know they'll sell enough to make the economics work. The Senn plug is a niche product that has never been offered before by any company so I'm sure Cardas had to be conservative in projecting annual sales and so on. Maybe if they sell enough in the first year they'll drop the price, who knows?
The only thing that I know for certain is that I much prefer working with them compared to the old hack and tap method of modifying an existing cable.
What's the largest diameter (gauge) of wires that can possibly fit these?
Just to add to what GE said, 22ga is about it and seems limited by the size of the stock strain relief. So if you had some heavier gauge wire that had a very thin coating you might get it to work, although why someone would use heavier than 22ga wire for a headphone cable is beyond me.