Open label, phase I-II study to evaluate the safety and activity of intratumoral urelumab combined with systemic nivolumab in patients with advanced solid tumors. Serial tumor and blood samples will be obtained during the study to characterize the changes induced by treatment in the tumor microenvironment, as well as predictive biomarkers of response.

Inclusion Criteria:

1. Written informed consent.

2. Patients must be willing and able to comply with scheduled visits, treatment schedule, laboratory testing and other requirements of the study.

3. Patients must present the following tumor types:

   1. For the phase I part, patients with any tumor type are eligible.
   2. For the phase II part, two cohorts will be established:

   i. Cohort A will include patients presenting tumor types with known sensitivity to Programmed cell death protein 1 (PD1)/ Programmed Death-ligand 1 (PDL1) blockade (e.g: melanoma, renal cancer, lung cancer, urothelial cancer, colorectal cancer presenting microsatellite instability (MSI), …). These patients must be naïve to PD1/PDL1 blockade.

   ii. cohort B will include patients with PD1/PDL1 sensitive tumors that have progressed following previous PD1/PDL1 blockade (e.g: melanoma, NSCLC, renal cancer, bladder cancer ...). Additional treatments may be administered between prior PD1/PDL1 blockade and inclusion in the study, but if administered immediately before, a minimum wash-out period of four weeks must be observed between both treatments.

4. Patients must have received standard therapy, according to investigator´s criteria, or must be ineligible for standard therapy.

5. Patients must present at least one tumor lesion that is amenable to perform sequential intratumoral therapy and biopsies.

6. Measurable disease according to RECIST criteria. The measurable lesion(s) must be different than the lesion treated with intratumoral urelumab.

7. There is no limit on previous treatment lines, as long as the other inclusion criteria are met.

8. Eastern Cooperative Oncology Group (ECOG) performance status of 0-1.

9. Life expectancy >12 weeks.

10. Adequate organ function defined by:

    1. Bone Marrow Reserve: white blood cells (WBC): >=2000/ mm3 absolute neutrophil count (ANC) >=1500x 109/L; platelet count >=100000/ mm3 100 x 109/L; hemoglobin >=9.0 g/dL).
    2. Hepatic: bilirubin <1.5 times the upper limit of normality (ULN), aspartate aminotransferase (AST) and alanine aminotransferase (ALT) <3.0 x ULN (BR< 3 x ULN for patients with Gilbert´s Syndrome).
    3. Renal: creatinine <1.5 x ULN or estimated creatinine clearance > 40 ml/min, using the Cokcroft-Gault formula.

11. Women of childbearing potential (WOCBP, i.e: fertile, following menarche and until becoming post-menopausal unless permanently sterile) must use a highly effective method to avoid pregnancy (i.e: combined estrogen and progestogen associated with inhibition of ovulation (oral, intravaginal or transdermal); progestogen-only hormonal contraception associated with inhibition of ovulation (oral, injectable or implantable); intrauterine device; intrauterine hormone-releasing system, bilateral tubal occlusion, vasectomised partner or sexual abstinence for 23 weeks (30 days plus the time required for nivolumab and urelumab to undergo five half-lives) after the last dose of investigational drug.

12. WOCBP must have a negative serum or urine pregnancy test (minimum sensitivity 25 IU/L or equivalent units of HCG) within 24 hours prior to the start of treatment.

13. Men who are sexually active with WOCBP must use any contraceptive method with a failure rate of less than 1% per year. Men receiving nivolumab and who are sexually active with WOCBP will be instructed to adhere to contraception for a period of 31 weeks after the last dose of investigational product. Women who are not of childbearing potential (ie, who are postmenopausal or surgically sterile as well as azoospermic men) do not require contraception.

14. Patients must be at least 18 years old.

Exclusion Criteria:

1. Any serious or uncontrolled medical disorder that, in the opinion of the investigator, may increase the risk associated with study participation or study drug administration, impair the ability of the subject to receive the planned therapy or interfere with the interpretation of study results. Special care should be taken with conditions affecting the liver.
2. Subjects with active, known or suspected autoimmune disease. Subjects with vitiligo, type I diabetes mellitus, residual hypothyroidism due to autoimmune condition only requiring hormone replacement, psoriasis not requiring systemic treatment, or conditions not expected to recur in the absence of an external trigger are permitted to enroll.
3. The treatment wash-out period for other previous therapies, including radiation therapy will be determined by the investigators, depending on resolution of associated toxicity. Limited-field palliative radiotherapy will not require a wash-out period. If PD1/PDL1 blockade is the previous therapy, a minimum wash-out period of four weeks must be observed between both treatments.
4. Patients should be excluded if they have a condition requiring systemic treatment with either corticosteroids (>10 mg daily prednisone equivalents) or other immunosuppressive medications within 14 days of study drug administration. Inhaled or topical steroids and adrenal replacement doses > 10 mg daily prednisone equivalents are permitted in the absence of active autoimmune disease
5. Active brain metastasis that may interfere with interpretation of results. Subjects with controlled metastasis will be allowed to enroll. Controlled brain metastases will be defined as no radiographic progression for at least 4 weeks following radiation and/or surgical treatment.
6. Pregnant or breastfeeding patients.
7. Known history of testing positive for human immunodeficiency virus (HIV) or known acquired immunodeficiency syndrome (AIDS). Routine testing is not required.
8. Positive tests for hepatitis B virus surface antigen (HBV sAg) or hepatitis C virus ribonucleic acid (HCV RNA) indicating active or chronic infection. Subjects with positive hepatitis C antibody and negative quantitative hepatitis C by Polymerase chain reaction (PCR) are eligible. History of resolved hepatitis A virus infection is not an exclusion criteria.
9. History of allergy to study drug components or of severe hypersensitivity reactions to any monoclonal antibodies.
10. Prisoners or subjects who are involuntarily incarcerated or who are compulsorily detained for treatment of either a psychiatric or physical (eg, infectious disease) illness.
11. Concomitant or prior malignancy that, in the opinion of the investigator can interfere with the results of the study, in the opinion of the investigator.
12. Known drug or alcohol abuse.