You're paying for the knowledge to make it work primarily - the materials aren't much - perhaps the wire, if teflon coated. That stuff gets pricey fast.
This looks like a similar concept to items used in amateur radio to keep stray signal(RF) from coming back on the outer braid of the coax to the radio (not a good thing).
It looks similar to a choke, made of certain number of wraps of wire (usually higher grade) around a toroidal core which has a specific mix of materials (iron, etc) for the frequencies you're looking to supress or choke out. It's a balance, best to know some physics and have the appropriate measuring equipment. The wire used is usually far more expensive than the cores