Skype apparently had some known vulnerabilities, but most are old:
You might also be interested in reading Skype's security page
Without going into too many [relevant] details, they do end up stating:
Here at Skype we use standard internationally recognized and accepted encryption algorithms that have withstood the test of time over many years of analysis and attacks. This protects your communications from falling into the hands of hackers and criminals. In so doing, we help ensure your privacy as well as the integrity of the data being sent from you to your contacts.
Skype uses well-known standards-based encryption algorithms to protect Skype users' communications from falling into the hands of hackers and criminals. In so doing, Skype helps ensure user's privacy as well as the integrity of the data being sent from one user to another.
Industry standard can likely be interpreted as: the only people that'll listen-in to your communications are potentially nation states or a group with lots of money. Here are the specs from their FAQ (https://support.skype.com/en/faq/FA31/does-skype-use-encryption):
Skype uses the AES (Advanced Encryption Standard*), also known as Rijndael, which is used by the US Government to protect sensitive information, and Skype has for some time always used the strong 256-bit encryption. User public keys are certified by the Skype server at login using 1536 or 2048-bit RSA certificates.
I think you'll be okay with Skype's stock offering, if you still don't feel secure you can also use Tor or a VPN.