What are my options if I want to terminate a sublease agreement in NYC?

I made a big mistake and signed a sublease agreement when my head wasn't clear enough to make such decisons. So the sublease agreement is between the Sublessor and I. And now I want to break it because I can't pay for such a rent. The management doesn't know about this and I didn't deal anything with the management. The sublease mentions the term of the lease, deposits, how much money I have to pay each month, keeping the place the same as it was before, and having 40 days notice to the Sublessor if I move out before the term ends. I haven't moved into the place yet. How can I end this agreement without paying any penalties or going to court? By the way, I believe this is an illegal sublet.


Thanks in advance.