Yes, UV contact lenses exist. Overall, the most important benefit of UV protection in contact lenses is that they can protect your eyes from the sun during times when you wouldn't normally be wearing sunglasses. It is convenient definitely, but ultra violet lens tints just can protect against 96% of Ultra-Violet damage, they only protect the area of your eye in which they're covering.
However, sunglasses provide a plethora of other benefits that contact lenses can't provide. For example, when I go out with sunglasses, I feel less hot than it really does as the tinted lenses that provide me an atmosphere of dark color. But the UV contact lenses can not finish this. So, personally, I suggest you buy a pair of sunglasses instead of UV contact lenses. But if you still want UV contact lenses, you should pay attention to the UV mark.