Create GRE tunnel inside container

I am trying to build a GRE tunnel inside an ubuntu container:

root@ny-fw01:/# ip tunnel add netb mode gre remote local ttl 255
add tunnel “gre0” failed: No such device

I am running 1.12.1 beta 24.
The container is run with: --privileged --cap-add=ALL options.

Note that it does work on a linux host (running CentOS). So is there a way to add GRE functionnality inside the MacOS linux virtual machine?

Thanks for your help,