A Study of GV20-0251 Monotherapy and GV20-0251 in Combination With Pembrolizumab in Participants With Solid Tumor Malignancies

Inclusion Criteria: * Participants ≥18 years of age * Previously treated, histologically-confirmed advanced solid malignancy with progressive disease requiring therapy * Refractory or intolerant to standard therapy(ies) * Must have received, be not eligible or decline standard of care therapy * Participants must have measurable disease per Response Evaluation Criteria in Solid Tumors (RECIST version 1.1) * For participants who have received prior treatment with a checkpoint inhibitor there must be documented disease progression * ECOG performance status of 0 or 1 * Life expectancy of ≥ 12 weeks in Parts A and C and ≥ 24 weeks in Parts B and D * Participants must be willing to provide fresh tumor biopsy (core biopsy) both pre-treatment (Parts A, B, C and D) and on-treatment (Parts A and B), if clinically feasible * Disease-free of active second/secondary or prior malignancies for ≥ 2 years * Laboratory test results within the required parameters * Women of child bearing potential (WOCBP) and men must agree to use adequate contraception * Parts B, C and D may include the following tumor types: * Endometrial carcinoma * Squamous head and neck carcinoma * Cutaneous melanoma * Non-small cell lung cancer * Proficient MMR (pMMR)/MSS adenocarcinoma of the colon or rectum (Parts C and D only) Parts A, B, C and D Exclusion Criteria: * Participant with acute leukemia or CLL (Parts A and B only) * Participant with heart disease or unstable arrhythmia * Active, uncontrolled bacterial, viral, or fungal infections requiring systemic therapy * Participant has active autoimmune disease or other medical conditions requiring chronic systemic steroid or immunosuppressive therapy * History of major organ transplant * History of a bone marrow transplant * Symptomatic central nervous system (CNS) malignancy or metastasis * Serious nonmalignant disease * Pregnant or nursing women * Treatment with PD-1 and equivalent immune modulators or major surgery prior to the first dose of study medication * Participants who are currently receiving any other investigational agent or have received an investigational agent within 4 weeks prior to the first dose of study medication * Treatment with any anticancer treatments with 2-weeks prior to the first dose of study medication * Radiation for symptomatic lesions must have been completed prior to the first dose of study medication * Participants with liver metastases unless approved by the Sponsor * Any history of an immune related ≥ Grade 3 AE attributed to prior cancer immunotherapy * Has a known additional malignancy that is progressing or has required active treatment within the past 2 years from C1D1 * Has received radiation therapy to the lung that is higher than 30 Gy within 6 months prior to C1D1 for NSCLC (Parts C and D only) * Has a known additional malignancy that is progressing or has required active treatment within the past 2 years from C1D1 (Parts C and D only) * Has severe hypersensitivity ( ≥ Grade 3) to Pembrolizumab and/or any of its excipients (Parts C and D only) * Has a history of (non-infectious) pneumonitis / interstitial lung disease that required steroids or has current pneumonitis / interstitial lung disease (Parts C and D only) * Has a condition, therapy, laboratory abnormality, or circumstance that could confound study results or interfere with full participation, making it unsuitable for the participant, as determined by the treating Investigator (Parts C and D only) * Active substance abuse