The warning is in place from 12pm to 10pm.
Scattered thunderstorms are expected to develop in the afternoon, bringing the risk of flooding and disruption.
The Met Office has warned that rain could be intense for short periods, with 20-30mm falling in less than an hour, and 40-50mm in one or two hours in some areas.
Lightning, hail, and gusty winds are also expected.
The showers and thunderstorms are expected to ease through the evening.
The Met Office has warned that spray and sudden flooding could lead to difficult driving conditions and some road closures.
There is also a chance of delays and cancellations to train and bus services.
Power cuts could occur, and other services to some homes and businesses could be lost
There is a small chance that homes and businesses could be flooded quickly, with damage to some buildings from floodwater, lightning strikes, hail, or strong winds.
The Met Office has advised people to prepare for the weather, including securing moveable objects or temporary structures before the gusty winds arrive.
People are also advised to check road conditions if driving, or bus and train timetables, and amend travel plans if necessary.
The Met Office has also advised people to prepare for power cuts by gathering torches and batteries, a mobile phone power pack, and other essential items.
If you find yourself outside and hear thunder, the Met Office advises finding a safe enclosed shelter, such as a car.
Do not shelter under or near trees, or other structures which may be struck by lightning.
If you are on an elevated area, move to lower ground.
The Met Office has also advised people to stay up to date with the weather forecast in their area, as weather warnings can change quickly.
Despite the thunderstorms, the weather will be warm and humid, with a maximum temperature of 24C.
Cloud will increase later, with heavy showers developing in the afternoon.
Some places will remain dry.
Tonight, showers will continue for a time before gradually fading, with clearing skies.
It will stay mild overnight, with a minimum temperature of 14C.
Patchy fog is possible by morning under the clearest skies.
The Met Office issues yellow weather warnings when there is a very low likelihood of severe weather causing disruption.
