Create a non-closed shape with Photoshop Pen Tool

If I want to draw a nice line with the Pen Tool in Photoshop, I make a path and then stroke it. However, the stroked path is not a vector now. When I create a shape instead, it must be closed before I can stroke it (or Photoshop will close the shape itself with a straight line). What I want, is to create a non-closed shape (like e.g. the Line Tool does), with the Pen Tool, such that I have a vector line instead of the rasterized stroked path layer. How can I do this?

Thanks in advance!