Whether you think it or not, your life is of value. You do have potential. If you can't think of anything to really be grateful for, just focus on the smaller things too. It's all around you!
From experience of being around the same state you seem to be in, it will pass. For me, the actual state where I felt like I could truly do something to myself only lasted a short time. Sure, I still felt extremely depressed before and after, but the extreme state itself passed. Just try letting it pass, don't hold onto the thoughts, etc. When I was in that kind of state, everythinnnnnng was emphasized and dramatized.