Wordpress vimeo embed not working with https

We have recently migrated our WordPress site in https. All Vimeo videos stopped working and the following error is displayed.

We are using this short code - [vimeo https://vimeo.com/ID-HERE]

wp-config

    ?php

/** The name of the database for WordPress */
define('DB_NAME', 'xx');

/** MySQL database username */
define('DB_USER', 'xx');

/** MySQL database password */
define('DB_PASSWORD', 'xx');

/** MySQL hostname */
define('DB_HOST', 'localhost');

/** Database Charset to use in creating database tables. */
define('DB_CHARSET', 'utf8');

/** The Database Collate type. Don't change this if in doubt. */
define('DB_COLLATE', '');

/**#@+
 * Authentication Unique Keys and Salts.
 *
 * Change these to different unique phrases!
 * You can change these at any point in time to invalidate all existing cookies. This will force all users to have to log in again.
 *
 * @since 2.6.0
 */
define('AUTH_KEY',         'keys');
define('SECURE_AUTH_KEY',  'keys');
define('LOGGED_IN_KEY',    'keys');
define('NONCE_KEY',        'keys');
define('AUTH_SALT',        'keys');
define('SECURE_AUTH_SALT', 'keys');
define('LOGGED_IN_SALT',   'keys');
define('NONCE_SALT',       'keys');


/**#@-*/

/**
 * WordPress Database Table prefix.
 *
 * You can have multiple installations in one database if you give each a unique
 * prefix. Only numbers, letters, and underscores please!
 */
$table_prefix  = 'wp_';

/**
 * For developers: WordPress debugging mode.
 *
 * Change this to true to enable the display of notices during development.
 * It is strongly recommended that plugin and theme developers use WP_DEBUG
 * in their development environments.
 */
define('WP_DEBUG', false);

/* That's all, stop editing! Happy blogging. */

/** Absolute path to the WordPress directory. */
if ( !defined('ABSPATH') )
    define('ABSPATH', dirname(__FILE__) . '/');

/** Sets up WordPress vars and included files. */
require_once(ABSPATH . 'wp-settings.php');