You don't need much of a depth to be able to stop a meteorite. Less than 100 m water depth should be enough to stop such a meteorite as shown in the provided link without any particular crater on the sea bed.
The Physics part of the story is provided here;
The rest is mathematics.
Short. At collision all the kinetic energy is transferred to Pressure, and thereafter this pressure is again transferred to kinetic energy; it is explosion. Very simply said it's Bernoulli principle.
By this reason it doesn't penetrate practically any deeper in water than in Earth, and as the water then smooths up you have no crater. A very simple scaling might be made with density; typical rock / water; 2.3/1 depth.
If you need some visual proof, try this video;