Inclusion Criteria:

        Part A:

          -  Subjects must have signed written informed consent.

          -  Male or female subjects age greater than equals to (>=)18 years.

          -  Subjects must have histologically or cytologically proven metastatic or locally
             advanced solid tumors for which no standard therapy exists, standard therapy has
             failed, subject is intolerant of established therapy known to provide clinical benefit
             for their condition, or standard therapy is not acceptable to subject.

          -  Subjects who have been treated previously with a checkpoint inhibitor may enroll
             (except as outlined below for expansion cohorts).

          -  At least 1 unidimensional radiographically measurable lesion based on Response
             Evaluation Criteria in Solid Tumors (RECIST) version 1.1 (v1.1), except for subjects
             with metastatic castration-resistant prostate cancer (CRPC) or metastatic breast
             cancer who may be enrolled with objective evidence of disease without a measureable
             lesion.

          -  Eastern Cooperative Oncology Group (ECOG) performance status of 0 to 1 at Screening

          -  Estimated life expectancy of more than 12 weeks

          -  Adequate hematological function as defined below:

               -  White blood cells (WBC) count >= 3.0 × 10^9 per liter (/L)

               -  Absolute neutrophil count >= 1.5 × 10^9/L

               -  Lymphocyte count >= 0.5 × 10^9/L

               -  Platelet count >= 100 × 10^9/L

               -  Hemoglobin >= 9 gram per deciliter (g/dL) (may have been transfused)

          -  Adequate hepatic function as defined below:

               -  A total bilirubin level lass than equals to (<=) 1.5 × upper limit of normal
                  (ULN) range

               -  Aspartate aminotransferase (AST) levels <= 2.5 × ULN (≤ 3 × ULN for expansion
                  cohorts)

               -  Alanine aminotransferase (ALT) levels <= 2.5 × ULN (≤ 3 × ULN for expansion
                  cohorts)

               -  Subjects with documented Gilbert disease are allowed if total bilirubin > 1.5 but
                  less than 3 × ULN

          -  Adequate renal function as defined by an estimated creatinine clearance >= 50
             milliliter per minute (mL/min) according to Cockcroft-Gault formula

          -  Negative blood pregnancy test at Screening for women of childbearing potential. For
             purposes of this trial, women of childbearing potential are defined as all female
             subjects after puberty unless they are postmenopausal for at least 1 year, surgically
             sterile or sexually inactive.

          -  Highly effective contraception (ie, methods with a failure rate of less than 1% per
             year) must be used before start of treatment, for duration of trial treatment, and for
             at least 50 days after stopping study treatment for both men and women if risk of
             conception exists. The effects of avelumab and M9241 on developing human fetus are
             unknown; thus, women of childbearing potential and men must agree to use highly
             effective contraception.

        Part B:

          -  Availability of a fresh tumor biopsy is mandatory for eligibility in the RCC cohort.
             The biopsy or surgical specimen should be collected within 28 days prior to the first
             IMP administration. If a subject has 2 separate biopsy attempts in which usable tissue
             is not obtained, enrollment may be possible after discussion with the Medical Monitor.
             For other expansion cohorts, availability of either tumor archival material (< 6
             months old) or fresh biopsies (obtained within 28 days) is acceptable with one of
             these being mandatory. For formalin-fixed paraffin-embedded samples, either block or
             sections (> 15) may be provided. Tumor biopsies and tumor archival material must be
             suitable for biomarker assessment

          -  Locally advanced or metastatic UC that has progressed during or after at least one
             previous platinum-based chemotherapy and not previously treated with anti-PD-1/PD-L1
             agents: Histologically or cytologically confirmed locally advanced or metastatic
             transitional cell carcinoma of urothelium(including renal pelvis, ureters, urinary
             bladder, and urethra). Subjects must have progressed during or after treatment with at
             least 1 platinum-containing regimen for inoperable locally advanced or metastatic UC
             or disease recurrence. Subjects who received prior adjuvant/neoadjuvant chemotherapy
             and progressed within 12 months of treatment with a platinum-containing regimen will
             be considered as second line. Subjects with mixed histologies are required to have a
             dominant transitional cell pattern.

          -  Non-small cell lung cancer (NSCLC), first-line metastatic: Stage IV (per seventh
             International Association for the Study of Lung Cancer classification) histologically
             confirmed NSCLC. Subjects must not have received treatment for their metastatic
             disease. Subjects could have received adjuvant chemotherapy or loco-regional treatment
             that included chemotherapy for locally advanced disease, as long as disease recurrence
             occurred at least 6 months after the completion of the last administration of
             chemotherapy. Only epidermal growth factor receptor (EGFR) and anaplastic lymphoma
             kinase (ALK) wild-type are allowed (ie, EGFR mutation and ALK translocation / re
             arrangement excluded). Non squamous cell histologies and never / former light smoker
             (< 15 pack years) squamous cell carcinoma subjects (per local standard of care)
             require testing if status is unknown. Subjects must have low tumor PD-L1 expression
             defined as < 50% tumor proportion score determined using PD-L1 IHC 22C3 pharmDx test
             or an equivalent Food and Drug Administration (FDA)- approved PD-L1 test. Availability
             of either tumor archival material or fresh biopsies within 28 days is acceptable with
             one of these being mandatory. For FFPE samples, either block or sections (> 15) may be
             provided. Tumor biopsies and tumor archival material must be suitable for biomarker
             assessment. This cohort will not be opened for enrollment in Belgium, Czech Republic,
             France, Germany, Hungary, Italy, Netherlands, Spain, and United Kingdom.

          -  Colorectal cancer (CRC): Histologically or cytologically confirmed recurrent or
             refractory metastatic CRC (according to American Joint Committee on Cancer /
             International Union Against Cancer Tumor Node Metastasis [TNM] Staging System seventh
             edition) after failure of prior therapy containing oxaliplatin / fluoropyrimidine and
             / or irinotecan / fluoropyrimidine and, if eligible, cetuximab (Erbitux®) and
             bevacizumab (Avastin®). Only subjects with microsatellite instability (MSI)-low or
             microsatellite stable (MSS) metastatic CRC are eligible. Subjects without existing MSI
             test results will have MSI status performed locally by a Clinical Laboratory
             Improvement Amendments (CLIA)-certified IHC or polymerase chain reaction (PCR)-based
             test (PCR based MSI test is preferred). Subjects must be willing to undergo an
             on-treatment biopsy procedure. Availability of either tumor archival material or fresh
             biopsies within 28 days is acceptable with one of these being mandatory. For FFPE
             samples, either block or sections (> 15) may be provided. Tumor biopsies and tumor
             archival material must be suitable for biomarker assessment. For Belgium, Czech
             Republic, France, Germany, Hungary, Italy, Netherlands, Spain, and United Kingdom,
             subjects in the second-line setting should have exhausted or be considered ineligible
             or intolerant (in the opinion of the Investigator) of available second-line
             chemotherapy options.

          -  Renal cell carcinoma (RCC), primary immune checkpoint inhibitor failure:
             Histologically or cytologically documented metastatic RCC with a component of clear
             cell subtype. Subjects must have had progressive disease (PD) within 6 months or best
             overall response of stable disease (SD) for ≥ 6 months following start of therapy with
             any antibody / drug targeting T cell co-regulatory proteins (immune checkpoints) such
             as anti-PD-1, anti-PD-L1, or anticytotoxic T lymphocyte antigen-4 (CTLA-4) for
             advanced or metastatic disease (either as monotherapy or combination therapy, in any
             line). Fresh tumor biopsy is required for enrollment. If a subject has 2 separate
             biopsy attempts in which usable tissue is not obtained, enrollment may be possible
             after discussion with Medical Monitor. Subjects must be willing to undergo an
             on-treatment biopsy procedure. In France, in addition to having received checkpoint
             inhibitor therapy, subjects should have already received recommended local-standard
             therapy per discretion of the Investigator.

        Exclusion Criteria:

          -  Concurrent treatment with a non-permitted drug/intervention (listed below)

               -  Anticancer treatment (eg, cytoreductive therapy, radiotherapy, immune therapy,
                  cytokine therapy, monoclonal antibody, targeted small molecule therapy) or any
                  investigational drug within 4 weeks or 5 half-lives, whichever is shorter, prior
                  to start of trial treatment, or not recovered from adverse event (AE) related to
                  such therapies, with the following exceptions: Palliative radiotherapy delivered
                  in a normal organ-sparing technique is permitted; Erythropoietin, darbepoetin-α
                  and granulocyte colony-stimulating factor permitted; Hormonal therapies acting on
                  the hypothalamic-pituitary-gonadal axis permitted (i.e. luteinizing
                  hormone-releasing hormone agonist/antagonists). No other hormonal anticancer
                  therapy is permitted.

               -  Major surgery (as deemed by Investigator) for any reason, except diagnostic
                  biopsy, within 4 weeks prior to start of trial treatment, or not fully recovered
                  from surgery within 4 weeks prior to start of trial treatment.

               -  Subjects receiving immunosuppressive agents (such as steroids) for any reason
                  should be tapered off these drugs before start of trial treatment, with following
                  exceptions: Subjects with adrenal insufficiency, may continue corticosteroids at
                  physiologic replacement dose, equivalent to ≤ 10 mg prednisone daily;
                  Administration of steroids through a route known to result in a minimal systemic
                  exposure (topical, intranasal, intra-ocular, or inhalation) is permitted;
                  Previous or ongoing administration of systemic steroids for the management of an
                  acute allergic phenomenon is acceptable as long as it is anticipated that the
                  administration of steroids will be completed in 14 days, or that the dose after
                  14 days will be equivalent to <= 10 mg prednisone daily.

          -  Any prior treatment with any form of interlukin-12 (IL-12)

          -  For the NSCLC, CRC, and UC expansion cohorts, prior therapy with any antibody / drug
             targeting T-cell co-regulatory proteins (immune checkpoints) such as anti-PD-1,
             anti-PD-L1, or anticytotoxic T lymphocyte antigen-4 (CTLA-4) antibody is prohibited.

          -  Intolerance to checkpoint inhibitor therapy, as defined by the occurrence of an AE
             requiring drug discontinuation.

          -  Active or history of primary or metastatic central nervous system tumors

          -  Prior organ transplantation, including allogeneic stem-cell transplantation

          -  Previous malignant disease (other than the indication for this trial) within the last
             5 years (except adequately treated non-melanoma skin cancers, carcinoma in situ of
             skin, bladder, cervix, colon/rectum, breast, or prostate) unless a complete remission
             without further recurrence was achieved at least 2 years prior to trial entry and
             subject was deemed to have been cured with no additional therapy required or
             anticipated to be required.

          -  Significant acute or chronic infections requiring systemic therapy including, among
             others:

               -  History of testing positive test for human immunodeficiency virus (HIV) or known
                  acquired immunodeficiency syndrome

               -  Hepatitis B or C infection (HBV surface antigen positive and HBV core antibody
                  positive with reflex to positive HBV deoxy ribonucleic acid (DNA) or HBV core
                  antibody positive alone with reflex to positive HBV DNA or positive hepatitis C
                  virus [HCV] antibody with reflex to positive HCV ribonucleic acid [RNA]).
                  Subjects with history of infection must have polymerase chain reaction
                  documentation that infection is cleared.

          -  Active or history of autoimmune disease that might deteriorate when receiving an
             immuno-stimulatory agent. Subjects with diabetes type I, vitiligo, psoriasis, hypo- or
             hyperthyroid disease not requiring immunosuppressive treatment are eligible if they
             are stable on other medical treatment and do not fulfill exclusion criterion including
             Uncontrolled intercurrent illness

          -  Known severe hypersensitivity reactions to monoclonal antibodies (Grade>= 3 National
             Cancer Institute-Common Terminology Criteria for Adverse Event (NCI-CTCAE) v4.03, or
             uncontrolled asthma (ie, 3 or more features of partially controlled asthma)

          -  History of allergic reaction to methotrexate (trace methotrexate may be present in
             M9241 as a part of manufacturing process) or history of severe hypersensitivity
             reaction to any other ingredient of study drug(s) and / or their excipients. Since
             M9241 contains sucrose as an excipient, subjects suffering from hereditary fructose
             intolerance also excluded

          -  Persisting toxicity related to prior therapy of Grade > 1 NCI-CTCAE v4.03 with the
             following exceptions:

               -  Neuropathy Grade <= 2 is acceptable.

               -  All grades of alopecia acceptable.

               -  Endocrine dysfunction on replacement therapy is acceptable.

          -  Pregnancy or lactation

          -  Known alcohol or drug abuse as deemed by the Investigator

          -  Uncontrolled intercurrent illness including, but not limited to:

               -  Hypertension uncontrolled by standard therapies (not stabilized to 150/90
                  millimeter of mercury (mm Hg) or lower)

               -  Uncontrolled active infection

               -  Uncontrolled diabetes (eg, glycosylated hemoglobin [HgbA1c] >= 8%)

          -  Clinically significant (or active) cardiovascular disease: cerebral vascular
             accident/stroke (< 6 months prior to enrollment), myocardial infarction (< 6 months
             prior to enrollment), unstable angina, congestive heart failure (New York Heart
             Association Classification Class >= II), or serious cardiac arrhythmia requiring
             medication

          -  All other significant diseases (eg, inflammatory bowel disease, current severe acute
             or chronic colitis) or chronic medical conditions (including laboratory abnormalities)
             that in opinion of Investigator might impair subject's tolerance of trial treatment or
             interpretation of trial results.

          -  Any psychiatric condition that would prohibit understanding or endering of informed
             consent or that would limit compliance with trial requirements.

          -  Legal incapacity or limited legal capacity.

          -  Administration of a live vaccine within 30 days prior to trial entry.

          -  Any subject with possible area of ongoing necrosis (non-disease related), such as
             active ulcer, non-healing wound, or intercurrent bone fracture that may be at risk of
             delayed healing due to protocol therapy.

          -  Oxygen saturation < 90% at rest, known pulmonary fibrosis, or active interstitial lung
             disease.

          -  History of congenital or active immunodeficiency, with exception of acquired
             treatment-related hypogammaglobulinemia requiring periodic IV immunoglobulin infusion.