Whisk together cola, soy sauce, Dijon mustard, horseradish, garlic, and black pepper in a medium bowl until marinade is well combined; pour into a resealable plastic bag. Add steak and coat with marinade. Squeeze out excess air, seal the bag, and marinate in the refrigerator for 24 hours.

Preheat the grill to 400 degrees F (200 degrees C).

Remove steak from the bag and discard marinade.

Cook steak on the preheated grill to desired doneness, about 5 minutes per side. An instant-read thermometer inserted into the center should read 140 degrees F (60 degrees C) for medium doneness.