Whisk together cola, soy sauce, Dijon mustard, horseradish, garlic, and black pepper in a bowl and pour into a resealable plastic bag. Add steak, coat with the marinade, squeeze out excess air, and seal the bag. Marinate in the refrigerator for 24 hours.
Preheat the grill to 400 degrees F (200 degrees C).
Remove steak from resealable bag and discard remaining 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).