The feature that forms as a result of conduction between magma and water is a hot spring.
In a hot spring, heat is transferred from the magma to the water, causing the water to become heated. This typically occurs in areas with volcanic activity where magma is close to the water table. The other features listed (dike, caldera, and batholith) are more related to the geological processes of magma intrusion and volcanic activity rather than the direct heat transfer between magma and water.