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Elex is very good option (i never play the other two)

I am a bit biased as I've played Elex so I pick Vampyr as CoC is not as much my cup of tea.

Call of Cthulhu was tremendously dissapointing, but it's the only game of the three that I picked up, so I suppose it was the one that really got my vote. If I were to choose now, I'd go with Vampyr.

I must say I have won Vampyr here and had great fun playing and 100% it.

But the other 2 games are also on my to get someday and play list :P

If only these three is the option, than its time to find a book.

I've only watched a playthrough of call of cthulhu and seen video reviews of Vampyr, Vampyr seems the highest quality production really, Cthulhu has a load of broken stealth sequences and generally doesn't completely deliver on its premise.

I enjoyed all three, but to a considerably different extent.

• I had to repair Call of Cthulhu by using a trainer: it should have been a pure adventure game from the start, stealth is horribly clumsy in this game. While we are at it, it's pretty decent mood and narrative-wise, it's still a a must for Lovecraft fans.
• Elex is, once again, often clumsy. I just couldn't enjoy its combat. And yes, it's a standard Piranha Bytes RPG with all its standard quirks (including the developers' firm belief that any world consist solely of men, and each and every player is male). It still manages to be a lot of awkward fun nonetheless.
• Vampyr is the only game on your list I've got virtually nothing to criticize for. Mainly, it's brilliantly written (if you've played Life is Strange, you know that Dontnod are really competent when it comes to writing). I mean, it's so damn good at telling a story, and I can forgive almost anything for it.