Like the others have said this is going to typically be secure. But I'll throw this out there just for completeness as no one else mentioned this.
If the vpn service in question also requires a proxy then it is possible that the proxy uses a trusted ssl certificate to insert itself in the middle of this communication. But it would require that your computer trusts the proxy's CA (certificate authority). This would require that you install the VPN service's Proxy's CA cert into your browser. This could also be done using a Group Policy in a Windows Domain. So assuming you're talking about a 3rd party service as setting it up doesn't involve a step of trusting a CA either in your browser or in your OS's CA keyring then your traffic is safe. Keep in mind that there are some legit reasons to do this as it is typically done so the data stream can be scanned by the intrusion prevention and anti-virus/malware engines.
But the https request in such a situation would look like this.
[me]<->[vpn server]<---->[proxy]<-->[website]
| |
proxy spoofed ssl cert website ssl cert
So everything between [me] and [proxy] is secured using a spoofed certificate signed by the proxy's trusted CA and everything between the [proxy] and the website is using the original website's certificate. So there's an oppertunity in this case to access the data on the proxy unencrypted.