How to wire up a 240 V oven?
You need a 12/3+ground cable as a minimum to support this oven. However it would be a nice future-proofing trick to run 10/3+ground. 

You can also run individual wires in conduit if you prefer, for the ultimate future-proofing. I would run 3/4" conduit, or 1" if able, as that will support any foreseeable future oven/range. 

You must run neutral and ground separately.  

Since this oven has a conduit whip, you will need to use a conduit connector and hardwire the oven to the junction box.

The breaker must be 20A.  

There needs to be a junction box in the wall or mounted to the wall.  I recommend a 4-11/16" steel square  box because it has lots of room for future expansion, but a 4" square by 2-1/8" deep box will also suffice.  This is high current stuff that will arc spectaularly, so it's no time to be fooling with plastic boxes.  Metal boxes conduct heat well, spread heat instead of burning through, and will forestall a fire.     

You can get a variety of front faceplates for either box to accommodate  whatever you need - e.g. A NEMA 14-20 socket, or a blank cover plate with a knockout hole for mounting that wire whip. 

Wire nuts are perfectly fine if they are properly done - use Ideal brand as they are electricians' favorites, this is the one time that "gorilla tight" is OK, and give the nuts a firm pull test (hold nut, yank each wire in turn).  If you need tape to make it pass a pull test, that is bad technique, fix the technique.  

I have never seen a disconnect switch for an oven.