Police say they are in possession of the “lead projectile” fired from the gun used by actor Alec Baldwin when he accidentally shot and killed a cinematographer on the set of his new film, Rust.

Santa Fe County Sheriff Adan Mendoza said the projectile is suspected to be a live round but it cannot be confirmed until it undergoes further testing.

About 500 rounds of ammunition have been recovered from the set including blanks, dummy rounds and what investigators suspect are “live” rounds, the sheriff said.

He added that is is still too early to say if criminal charges will be filed.

District Attorney Mary Carmack-Altwies said a “complete and thorough investigation is critical” but “if the facts and evidence and law support charges then I will initiate prosecution at that time”.

Asked about whether Baldwin could be charged, the district attorney said “all options are on the table at this point”.

Cinematographer Halyna Hutchins was killed and director Joel Souza was hospitalised after a gun Baldwin was holding discharged on the set of Rust last Thursday.

The bullet which killed Ms Hutchins was recovered from Mr Souza’s shoulder, Sheriff Mendoza said.

Mr Souza, who has now been released from hospital, was standing behind Ms Hutchins when she was struck in the chest after the firearm was discharged.

Following the shooting, reports emerged that crew members were concerned about gun safety on set and a Baldwin stunt double had accidentally fired two rounds after not knowing a gun was loaded.

Asked what he thought about real weapons being used on the set, Sheriff Mendoza said: “There was some complacency on this set and I think there are some safety issues that need to be addressed by the industry and possibly by the state of New Mexico.”

The news conference comes after what is thought to have been the final image of Halyna Hutchins was released yesterday.

It shows her standing in front of Baldwin before the actor accidentally shot her on the set of the Western film Rust.

The 42-year-old cinematographer can be seen dressed in a beanie with headphones on and her back to the camera, while Baldwin can be seen in costume.

Court documents reveal Baldwin had been rehearsing when he drew the revolver across his body and pointed it at a camera.

Baldwin has said he is heartbroken by the incident and is fully cooperating with the investigation.