* KOSPI falls, foreigners net sellers

* Korean won strengthens against U.S. dollar

* South Korea benchmark bond yield falls

* For the midday report, please click

SEOUL, Nov 30 (Reuters) - Round-up of South Korean financial markets:

** South Korean shares closed at their lowest level in 11 months on Tuesday, as warnings by Moderna Inc chief on Omicron coronavirus variant spooked investors and fuelled a broad sell-off. The won gained, while the benchmark bond yield fell.

** The KOSPI ended down 70.31 points, or 2.42%, at 2,839.01, its lowest close since Dec. 29, 2020. The index extended losses to a sixth session.

** The index dropped 4.43% for the month, marking its worst month since March 2020.

** Among heavyweights, chip giants Samsung Electronics and SK Hynix fell 1.38% and 1.72%, respectively, while LG Chem dropped 2.53%.

** Drugmaker Moderna set off fresh alarm bells in financial markets as the firm's chief warned that COVID-19 vaccines are unlikely to be as effective against the Omicron variant as they have been against the Delta version.

** South Korea reported 3,032 new coronavirus cases for Monday, but so far there were no Omicron cases being reported.

** Meanwhile, data showed South Korea's factory output in October shrank at its sharpest pace in nearly 1-1/2 years as auto chip shortages continued to weigh on production.

** On the main board, foreigners were net sellers of 138.3 billion won ($116.23 million) worth of shares on the main board.

** The won ended at 1,187.9 per dollar on the onshore settlement platform, 0.43% higher than its previous close.

** In offshore trading, the won was quoted at 1,189.2, while in non-deliverable forward trading its one-month contract was quoted at 1,189.3.

** In money and debt markets, December futures on three-year treasury bonds rose 0.14 point to 109.09.

** The most liquid 3-year Korean treasury bond yield fell by 3.5 basis points to 1.806%, while the benchmark 10-year yield fell by 4.5 basis points to 2.220%. ($1 = 1,189.8900 won) (Reporting by Joori Roh; Editing by Subhranshu Sahu)