To comprehend the extent of the love of God is beyond our ability. Read Paul's thoughts on the matter:
"For while we were still weak, at the right time Christ died for the ungodly. For one will scarcely die for a righteous person--though perhaps for a good person one would dare even to die-- but God shows his love for us in that while we were still sinners, Christ died for us. Since, therefore, we have now been justified by his blood, much more shall we be saved by him from the wrath of God. For if while we were enemies we were reconciled to God by the death of his Son, much more, now that we are reconciled, shall we be saved by his life. More than that, we also rejoice in God through our Lord Jesus Christ, through whom we have now received reconciliation."
(Rom 5.6-11 ESV)
There is a comparison by contrast occurring here. For the most part, the world is reticent about dying even for one who is "worthy" but Jesus died for humanity...all of whom are sinful. By Christ's sacrifice and life we are:
1. Justified (declared and made righteous)
2. Delivered from the wrath to come (the Day of Resurrection and Judgment)
3. Reconciled to the Father (we have laid our weapons of rebellion down and surrendered)
4. Will be saved by Christ's High Priestly intercession (ultimate salvation)
All for people who don't deserve it. That, by definition, is mercy and grace.