They don't contain fetal stem cells in the doses themselves, but they absolutely did use fetal stem cells as part of their development process (typically culturing virus samples or testing particular components). So you're not wrong that there are moral and ethical issues with the J&J and Oxford vaccines for anyone who's pro-life.
The vaccines being developed by Novavax, Sanofi Pasteur, GlaxoSmithKline (GSK), and Sinovac, are using ethically-derived cell lines and have no ethical issues attached to them.
If anyone wants to know for themselves from a pro-life source, here is a list outlining which vaccines have ethical issues from a pro-life standpoint and which have none.
How do define define "more immoral"?
Is that like "partially pregnant"?
That's not true.
When it comes to the COVID-19 vaccines, at least five candidates undergoing clinical trials use fetal-derived cell lines: from China's CanSino Biologics, the University of Oxford partnered with AstraZeneca, Janssen (a subsidiary of Johnson & Johnson), the University of Pittsburgh and California-based ImmunityBio.
Fact check: COVID-19 vaccine 'morally acceptable,' Vatican says, but some claims missing context