The St. Petersburg game has an infinite expected payout! But most people would only be willing to wager $20 or so, and it's hard to articulate exactly why.
You could ask: You have a 10^-30 chance of winning $10^40, otherwise you'll win $1.
Based on expected utility you should pay a huge sum to play, based on the real world you should pay $1. (Adjust the large numbers as needed if you have an issue that that much money doesn't exist.)
With 75% probability, you make at most 4 dollars. There’s almost a 94% chance you make less than 40 dollars.
As humans, we evaluate improvable events as not mattering so much.
Personally, I would play one time, bet an amount of money I wouldn't be unhappy to lose and continue flipping until I were into 5 digits. On a $10 bet, that would be 10 flips, and I'd have a 1/1024 chance of pulling it off.