Data stolen alert!

Just delete the calendar, yes.

Lying to people in advertising and scams has a long history.

In computing, well, a whole lot of apps sold for “security” or “virus!” either aren’t helpful, or are detrimental.

More info: Scam Pop-ups, Scam Viruses, Scam Receipts… - Apple Community

More info: Recognize and avoid phishing messages, phony support calls, and other scams - Apple Support

If running iOS 13 or earlier versions, check: Settings - Passwords & Accounts - Accounts - Any rogue entries here? If so, delete the rogue account. 

If running iOS 14, check: Settings - Calendar - Accounts - Any rogue entries here? If so, delete the rogue account. 

If you do not recognize, or did not install that calendar, yes delete it.

I can not send you anything. Can you not delete the calendar?

You are welcome.