By Marius Zaharia and Renju Jose, HONG KONG/SYDNEY, Nov 30 (Reuters) - Drugmaker Moderna (MRNA.O) set off fresh alarm bells in financial markets on Tuesday 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.

Crude oil futures shed more than a dollar, the Australian currency hit a year low, and Nikkei gave up its gains as Stéphane Bancel's comments spurred fears that vaccine resistance could lead to more sickness and hospitalisations, prolonging the pandemic.

"There is no world, I think, where (the effectiveness) is the same level . . . we had with Delta," Moderna CEO Bancel told the Financial Times in an interview.

"I think it's going to be a material drop. I just don't know how much because we need to wait for the data. But all the scientists I've talked to . . . are like 'this is not going to be good," Bancel said.

Omicron - which the World Health Organization (WHO) said carries a "very high" risk of infection surges - has triggered global alarm, with border closures casting a shadow over a nascent economic recovery from a two-year pandemic. read more

News of its emergence wiped roughly $2 trillion off the value of global stocks on Friday, although some calm was restored this week as investors waited for more data on the characteristics of Omicron.