Probability of random draw from non-standard normal (Python)

I have a vector of random draws that I obtained with np.random.normal(0,std_vector) where std_vector is a vector of length N with different standard deviations in each entry. I need to find the "probability of each random draw". This is a very unclear expression unfortunately, but I thought it means I need to back out the probability of drawing a specific value from the probability density function (pdf) with parameters loc=0 and std=std_vector. How can I obtain such infomation with Python? Also, what do you think is meant for "probability of each random draw"? That probability should become the weights in the calculation of a probability-weighted average, hence they should be between zero and 1. I am a bit confused about that, hence any suggestion is welcomed.