Thank you so much for your answers, especially to ChesterCopperpot for the research
I noticed this magnetism because I laid it over my cigarette case and when I took it up the case came with it, there is no visible reference to magnetism on the razor. What astonished me is that it shaves far better than the other razors I have, which are: a Dovo Renaissance (inox steel, almost impossible to use), a Joh. Engstrom (I'm going to post pics of it on the Swedish club), a Joseph Smith & Sons Celebrated Razors 3415 and an unidentified Square point razor on which I can read just "Special Razor" and, below, the letters RANN (it came to me in a red Marx & Co. box). I don't know if it is due to the fact that it's magnetic or not, but it's certainly my favorite.
Also I cannot say from when it is magnetic, but since it is with me it has not lost its faculty, so I guess it has undergone some kind of strong treatment. I cleaned it with a Dremel and blue paste like all the others I have (except for the Dovo which was new) so I don't think it has got magnetized by the heat developed by the Dremel point.